1993
DOI: 10.1016/0005-1098(93)90017-n
|View full text |Cite
|
Sign up to set email alerts
|

The least squares algorithm, parametric system identification and bounded noise

Abstract: Al~trad-The least squares parametric system identification algorithm is analyzed assuming that the noise is a bounded signal. A bound on the worst-case parameter estimation error is derived. This bound shows that the worst-case parameter estimation error decreases to zero as the bound on the noise is decreased to zero.

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
1
1
1

Citation Types

0
3
0

Year Published

1995
1995
2024
2024

Publication Types

Select...
8
1

Relationship

0
9

Authors

Journals

citations
Cited by 29 publications
(4 citation statements)
references
References 9 publications
0
3
0
Order By: Relevance
“…We have also shown the robust convergence of the least squares parameter estimation algorithm in the presence of worst case bounded noise [22].…”
Section: Robust Identification or Identification For Robust Controlmentioning
confidence: 86%
“…We have also shown the robust convergence of the least squares parameter estimation algorithm in the presence of worst case bounded noise [22].…”
Section: Robust Identification or Identification For Robust Controlmentioning
confidence: 86%
“…for some μ T , μ S ∈ R. Moreover, assume that there exists a matrix Z ∈ E T ∩ E S (+ ) such that f T ( Z) and f ( Z) are both nonsingular. 2 Then, there exist P 0, β > 0, τ S ≥ 0, τ T ≥ 0 satisfying (17) if and only if there exist P 0, β > 0, and K satisfying (16b).…”
Section: A Disturbance-free Source Systemmentioning
confidence: 99%
“…While solving the LS identification problem under the worst-case noise there are new problems. By Akcay and Khargonekar (1993) it is shown that this method robustly converges for estimating of the finite impulse response (FIR) models of systems. The result which demonstrates a divergence of LS ∞ Hidentification of the infinite impulse response (IIR) models under the bounded noise, was obtained by Akcay and Hjalmarson (1994).…”
Section: Introductionmentioning
confidence: 99%