Finite sample properties of linear model identification

DOI10.1109/9.774109zbMath0962.93092OpenAlexW2149171277MaRDI QIDQ4506838

Mareels, Iven M. Y., Robert C. Williamson, Erik Weyer

Publication date: 17 October 2000

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

Full work available at URL: https://doi.org/10.1109/9.774109

zbMATH Keywords

finite sample propertiesleast squares identification algorithmVapnik's risk minimization theory

Mathematics Subject Classification ID

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

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