A family of norms for system identification problems

DOI10.1109/9.284887zbMath0814.93026OpenAlexW2122386703MaRDI QIDQ4307427

Mohammad-Ali Massoumnia, Robert L. Kosut

Publication date: 28 September 1994

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.284887

zbMATH Keywords

system identificationspectrumfamily of normswhitenessweighted \({\mathcal L}_ \infty\) norm

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) System identification (93B30) (H^infty)-control (93B36) Eigenvalue problems (93B60) Signal detection and filtering (aspects of stochastic processes) (60G35) Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60)

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