Optimal algorithms theory for robust estimation and prediction
From MaRDI portal
Publication:3683979
DOI10.1109/TAC.1985.1104056zbMath0567.93024MaRDI QIDQ3683979
Publication date: 1985
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Inference from stochastic processes and prediction (62M20) Numerical optimization and variational techniques (65K10) System identification (93B30) Nonlinear systems in control theory (93C10) Linear systems in control theory (93C05)
Related Items (51)
Convergence analysis of central and minimax algorithms in scalar regressor models ⋮ Minimax sliding mode control design for linear evolution equations with noisy measurements and uncertain inputs ⋮ Optimal input design for worst-case system identification in \(l_ 1/l_ 2/l_ \infty\) ⋮ A survey of randomized algorithms for control synthesis and performance verification ⋮ Set membership identification of nonlinear systems ⋮ A new approximate algorithm for the Chebyshev center ⋮ Worst case identification of continuous time systems via interpolation ⋮ Properties of least squares estimates in set membership identification ⋮ On optimal \(\ell^ \infty\) to \(\ell^ \infty\) filtering ⋮ Worst-case optimality of smoothing algorithms for parametric system identification ⋮ Optimality of central and projection algorithms for bounded uncertainty ⋮ On Source-Term Parameter Estimation for Linear Advection-Diffusion Equations with Uncertain Coefficients ⋮ Asymptotically efficient autoregressive model selection for multistep prediction ⋮ Maximum likelihood estimators and worst case optimal algorithms for system identification ⋮ Stochastic algorithms for robustness of control performances ⋮ Conditionally optimal algorithms and estimation of reduced order models ⋮ Estimation of model quality ⋮ Worst-case control-relevant identification ⋮ Worst-case input-output identification ⋮ Recursive system identification in the presence of noise and model uncertainties ⋮ Minimax state estimation for linear discrete-time differential-algebraic equations ⋮ Variational problems for calibrating an accelerometer unit ⋮ Calibration of a 3D sensor under its orientation constraint ⋮ System identification: regime switching, unmodeled dynamics, and binary sensors ⋮ Learning-based predictive control for linear systems: a unitary approach ⋮ Optimal error predictors for economic models ⋮ Unified set membership theory for identification, prediction and filtering of nonlinear systems ⋮ Parameter estimation algorithms for a set-membership description of uncertainty ⋮ Kalman duality principle for a class of ill-posed minimax control problems with linear differential-algebraic constraints ⋮ Unnamed Item ⋮ Almost sure convergence rates for system identification using binary, quantized, and regular sensors ⋮ The size of the membership-set in a probabilistic framework. ⋮ Optimal estimation theory for dynamic systems with set membership uncertainty: An overview ⋮ Computation of local radius of information in SM-IBC identification of nonlinear systems ⋮ Worst case system identification in \(\ell{}_ 1\): Optimal algorithms and error bounds ⋮ Identification of objects with unknown bounded disturbances ⋮ Chebyshev center of the intersection of balls: complexity, relaxation and approximation ⋮ Bounding the states of systems with unknown-but-bounded disturbances ⋮ Nonlinear set membership prediction of river flow ⋮ Optimal worst case estimation for LPV--FIR models with bounded errors ⋮ The sample complexity of worst-case identification of FIR linear systems ⋮ Relation of Average Error in Prolate Spheroidal Wave Functions Algorithm for Bandlimited Functions Approximation to Radius of Information ⋮ On linearity of spline algorithms ⋮ Minimax state estimates for abstract Neumann problems ⋮ Parameter estimation in systems with binary-valued observations and structural uncertainties ⋮ Chebyshev center and inscribed balls: properties and calculations ⋮ Unnamed Item ⋮ Covering a set by a convex compactum: error estimates and computation ⋮ \(H_{\infty}\) set membership identification: a survey ⋮ On the optimal worst-case experiment design for constrained linear systems ⋮ Estimation theory for nonlinear models and set membership uncertainty
This page was built for publication: Optimal algorithms theory for robust estimation and prediction
