The sample complexity of worst-case identification of FIR linear systems

DOI10.1016/0167-6911(93)90057-DzbMath0769.93024MaRDI QIDQ1803842

Munther A. Dahleh, John N. Tsitsiklis, Theodore V. Theodosopoulos

Publication date: 29 June 1993

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

zbMATH Keywords

worst-case identificationfinite impulse responsesample complexity

Mathematics Subject Classification ID

System identification (93B30) Linear systems in control theory (93C05)

Related Items (21)

Convergence analysis of central and minimax algorithms in scalar regressor models ⋮ Closed-loop persistent identification of linear systems with unmodeled dynamics and stochastic disturbances ⋮ The least-squares identification of FIR systems subject to worst-case noise ⋮ Properties of least squares estimates in set membership identification ⋮ Worst-case identification of nonlinear fading memory systems ⋮ Analysis of linear methods for robust identification in \(\ell_ 1\) ⋮ Sample complexity of worst-case \(H^\infty\)-identification ⋮ Estimation of model quality ⋮ Worst-case control-relevant identification ⋮ Modelling of uncertain systems via linear programming ⋮ Fractional covers for convolution products ⋮ On the worst-case divergence of the least-squares algorithm ⋮ Uncertainty, information and complexity in identification and control ⋮ On the sample-complexity of ?? identification ⋮ Worst-case analysis of the least-squares method and related identification methods ⋮ Unnamed Item ⋮ Necessary and sufficient conditions for robust identification of uncertain LTIstems ⋮ Space and time complexities and sensor threshold selection in quantized identification ⋮ Complexity of identification of linear systems with rational transfer functions ⋮ On the optimal worst-case experiment design for constrained linear systems ⋮ Worst-case identification in \(\ell_ 2\): Linear and nonlinear algorithms

Cites Work

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• Robust convergence of two-stage nonlinear algorithms for identification in \({\mathcal H}_ \infty\)
• Worst case system identification in \(\ell{}_ 1\): Optimal algorithms and error bounds
• Analysis of linear methods for robust identification in \(\ell_ 1\)
• Optimal asymptotic identification under bounded disturbances
• Optimal algorithms theory for robust estimation and prediction
• Robust identification and Galois sequences
• Control oriented system identification: a worst-case/deterministic approach in H/sub infinity /
• Linear and nonlinear algorithms for identification in H/sub infinity / with error bounds
• On the metric complexity of casual linear systems: ε -Entropy and ε -Dimension for continuous time

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