Worst-case optimality of smoothing algorithms for parametric system identification

DOI10.1016/0005-1098(94)00157-EzbMath0823.93064OpenAlexW1977607308WikidataQ127548652 ScholiaQ127548652MaRDI QIDQ1894438

Roberto Tempo

Publication date: 24 July 1995

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(94)00157-e

zbMATH Keywords

parametric identificationsingular-value decompositionworst-case algorithms

Mathematics Subject Classification ID

Eigenvalue problems (93B60) Data smoothing in stochastic control theory (93E14) Identification in stochastic control theory (93E12) Numerical interpolation (65D05)

Cites Work

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• Identification and application of bounded-parameter models
• Optimal algorithms theory for robust estimation and prediction
• Optimal Estimation of Linear Operators in Hilbert Spaces from Inaccurate Data

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