The least squares algorithm, parametric system identification and bounded noise

DOI10.1016/0005-1098(93)90017-NzbMath0791.93109OpenAlexW2007372876MaRDI QIDQ1314775

Hüseyin Akçay, Pramod P. Khargonekar

Publication date: 24 February 1994

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(93)90017-n

zbMATH Keywords

least squares parametric system identification algorithm

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

Related Items

The least-squares identification of FIR systems subject to worst-case noise ⋮ Properties of least squares estimates in set membership identification ⋮ Analysis of linear methods for robust identification in \(\ell_ 1\) ⋮ Estimation of model quality ⋮ Worst-case control-relevant identification ⋮ On the worst-case divergence of the least-squares algorithm ⋮ Fractional-based stochastic gradient algorithms for time-delayed ARX models ⋮ Worst-case analysis of the least-squares method and related identification methods

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