Conditionally optimal algorithms and estimation of reduced order models

DOI10.1016/0885-064X(88)90009-XMaRDI QIDQ1112002zbMATH OpenFDO

Authors Bolesław Kacewicz, Mario Milanese, Antonio Vicino

Publication date 1988

Published in Journal of Complexity (Search for Journal in Brave)

zbMATH Keywords

system identificationcomplexity theoryconditional central algorithmsconditional projection algorithmconditional worst case errorreduced order model estimationrestricted algorithms

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Information theory (general) (94A15) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cites work

• scientific article; zbMATH DE number 3827201 (Why is no real title available?)
• scientific article; zbMATH DE number 3688714 (Why is no real title available?)
• A note on the derivation and use of reduced-order models
• Global approximation of a compact set by elements of a convex set in a normed space
• Optimal algorithms theory for robust estimation and prediction
• Optimality of central and projection algorithms for bounded uncertainty

Cited in

(17)

• Randomized Runge-Kutta method -- stability and convergence under inexact information
• Randomized derivative-free Milstein algorithm for efficient approximation of solutions of SDEs under noisy information
• Model quality evaluation in set membership identification
• scientific article; zbMATH DE number 4158458 (Why is no real title available?)
• Optimal estimation theory for dynamic systems with set membership uncertainty: An overview
• Optimal conditional estimation: Average case setting
• Greedy Algorithms for Optimal Measurements Selection in State Estimation Using Reduced Models
• On input design in \(\ell_{\infty}\) conditional set membership identification
• One-shot set-membership identification of generalized Hammerstein-Wiener systems
• Reliability of projection algorithms in conditional estimation
• Tight error bounds for projection algorithms in conditional set membership estimation
• Optimal and suboptimal algorithms in set membership identification
• Worst-case input-output identification
• On the optimal robust solution of IVPs with noisy information
• Optimal approximation of stochastic integrals in analytic noise model
• Reduced-order identification methods: hierarchical algorithm or variable elimination algorithm
• Optimal pointwise approximation of SDE's from inexact information

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