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Recursive system identification in the presence of noise and model uncertainties

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Publication:1390851
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DOI10.1016/S0167-6911(97)00057-1zbMath0901.93015OpenAlexW2012457614MaRDI QIDQ1390851

Roberto Tempo, Er-wei Bai, Krishna M. Nagpal

Publication date: 22 July 1998

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6911(97)00057-1


zbMATH Keywords

noiserecursive algorithmsmodel uncertaintiesparametric system identification


Mathematics Subject Classification ID

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




Cites Work

  • Unnamed Item
  • Finite-memory convergent algorithm for estimating the regression function and its application in adaptive control
  • Bounded-error parameter estimation: Noise models and recursive algorithms
  • Optimal algorithms theory for robust estimation and prediction
  • Set-membership identification of systems with parametric and nonparametric uncertainty
  • Model validation: a connection between robust control and identification
  • A time-domain approach to model validation
  • Linear Matrix Inequalities in System and Control Theory
  • The Caratheodory-Fejer problem and H/sub ∞//l/sub 1/ identification: a time domain approach
  • Optimal nonparametric identification from arbitrary corrupt finite time series
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