A stochastic approach to linear estimation in \(H_\infty\) (Q1295155)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A stochastic approach to linear estimation in \(H_\infty\) |
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A stochastic approach to linear estimation in \(H_\infty\) (English)
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1 December 1999
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The paper examines the problem of system identification from frequency response data. Recent approaches to this problem, named `Estimation in \(H_{\infty}\)', involve deterministic descriptions of noise corrupted data. In contrast to the deterministic descriptions of noise, this paper analyses such `estimation in \(H_{\infty}\)'-problems under mild stochastic assumptions. Issues of convergence, error bounds, and model order selection are considered.
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estimation theory
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estimation algorithm
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system identification
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robust estimation
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error analysis
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estimation in \(H_\infty\)
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