Optimal nonparametric identification from arbitrary corrupt finite time series

DOI10.1109/9.376090MaRDI QIDQ4841541zbMATH OpenOpenAlexFDO

Authors Jie Chen, Carl N. Nett, Michael Ko-Hui Fan

Publication date 27 November 1995

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.376090

zbMATH Keywords

bounded additive model uncertaintybounded additive output noiselinear programmingworst-case system identification

Mathematics Subject Classification ID

Linear programming (90C05) System identification (93B30) Linear systems in control theory (93C05) Control/observation systems with incomplete information (93C41)

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