Distribution-free approach to probabilistic model-set identification

MaRDI QIDQ4437831zbMATH OpenFDO

Authors Yasuaki Oishi

Publication date 2003

zbMATH Keywords

leave-one-out techniquelinear programmingmodel-set identificationrobust controlstatistical learning theory

Mathematics Subject Classification ID

Linear programming (90C05) Identification in stochastic control theory (93E12) Stochastic learning and adaptive control (93E35)

Review text

The author proposes a model-set identification algorithm in a probabilistic framework based on a leave-one-out technique. lt provides a nominal model and a bound of its uncertainty for a provided plant. lt is proved that the number of assumptions is minimal. A generalization of the suggested algorithm is considered. A numerical example is treated. For the entire collection see [Zbl 1007.00075].

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(3)

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