Properties of least squares estimates in set membership identification

DOI10.1016/0005-1098(94)00097-3zbMath0821.93030OpenAlexW2051199197MaRDI QIDQ1891002

Mario Milanese

Publication date: 27 September 1995

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(94)00097-3

zbMATH Keywords

convergenceworst-case identificationoptimalitylineardiscrete-timetime-invariantbounded errorsset membership estimationleast square algorithm

Mathematics Subject Classification ID

System identification (93B30) Control/observation systems with incomplete information (93C41) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Eigenvalue problems (93B60)

Related Items

The least-squares identification of FIR systems subject to worst-case noise, Analysis of linear methods for robust identification in \(\ell_ 1\), Estimation of model quality, On the worst-case divergence of the least-squares algorithm, Worst-Case Performance Analysis in $$\ell _1$$ -norm for an Automated Heavy Vehicle Platoon

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