Worst-case conditional system identification in a general class of norms

DOI10.1016/S0005-1098(99)00005-9zbMath1041.93510OpenAlexW2082692066MaRDI QIDQ1301454

Bolesław Kacewicz

Publication date: 1999

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(99)00005-9

zbMATH Keywords

OptimalityConditional identificationGeneric normsLocal worst-case error

Mathematics Subject Classification ID

System identification (93B30) Identification in stochastic control theory (93E12)

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Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting ⋮ On input design in \(\ell_{\infty}\) conditional set membership identification ⋮ Optimal conditional estimation: Average case setting

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