Worst-case analysis of the least-squares method and related identification methods

DOI10.1016/0167-6911(94)00008-JzbMath0877.93030OpenAlexW1986302889WikidataQ56319508 ScholiaQ56319508MaRDI QIDQ673890

Jonathan R. Partington, Pertti M. Mäkilä

Publication date: 28 February 1997

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

Full work available at URL: https://doi.org/10.1016/0167-6911(94)00008-j

zbMATH Keywords

Identificationworst-case analysisError boundsLeast squaresNoise modelsRobust convergence

Mathematics Subject Classification ID

System identification (93B30) Least squares and related methods for stochastic control systems (93E24)

Related Items

Convergence analysis of central and minimax algorithms in scalar regressor models ⋮ Analysis of linear methods for robust identification in \(\ell_ 1\) ⋮ Worst-case control-relevant identification ⋮ On the worst-case divergence of the least-squares algorithm ⋮ Robustness in \(H_\infty\) identification ⋮ Basis pursuit for frequency-domain identification ⋮ \(H_{\infty}\) set membership identification: a survey

Cites Work

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