Identification and robust control

The least squares algorithm, parametric system identification and bounded noise

“…In contrast, some recent papers have taken a worst-case deterministic approach to identification. See the recent paper by Khargonekar (1993) for a discussion of this general area and an extensive list of references. In particular, our work is most closely related to the work on time-domain worst-case identification problems (Chen et al, 1992;Dahleh et al, 1992;Kacewicz and Milanese, 1992;M/ikil~i, 1991;Poolla and Tikku, 1992;Tse et al, 1991; and the references cited in these papers).…”