Optimality of central and projection algorithms for bounded uncertainty

DOI10.1016/0167-6911(86)90075-7MaRDI QIDQ1100150zbMATH OpenOpenAlexFDO

Authors Bolesław Kacewicz, Mario Milanese, Roberto Tempo, Antonio Vicino

Publication date 1986

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6911(86)90075-7

zbMATH Keywords

least squares algorithmsidentification of linear systemscentral and projection algorithms

Mathematics Subject Classification ID

Numerical solutions to overdetermined systems, pseudoinverses (65F20) System identification (93B30) Linear systems in control theory (93C05)

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Cites work

• scientific article; zbMATH DE number 3827201 (Why is no real title available?)
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• scientific article; zbMATH DE number 3601500 (Why is no real title available?)
• scientific article; zbMATH DE number 3613650 (Why is no real title available?)
• Best approximation of functions specified with an error at a finite number of points
• Estimation theory and uncertainty intervals evaluation in presence of unknown but bounded errors: Linear families of models and estimators
• Nonlinear least-absolute-values and minimax model fitting
• Optimal algorithms theory for robust estimation and prediction
• Optimal error predictors for economic models
• Robust identification

Cited in

(20)

• Set-membership LPV model identification of vehicle lateral dynamics
• Model quality evaluation in set membership identification
• Estimation theory for nonlinear models and set membership uncertainty
• Optimal estimation theory for dynamic systems with set membership uncertainty: An overview
• On central algorithms of approximation under fuzzy information
• Optimal conditional estimation: Average case setting
• Properties of least squares estimates in set membership identification
• A novel approach to robust parameter estimation using neurofuzzy systems
• Optimal input design for worst-case system identification in \(l_ 1/l_ 2/l_ \infty\)
• Noisy information for linear problems in the asymptotic setting
• On average case complexity of linear problems with noisy information
• Conditional central algorithms for worst case set-membership identification and filtering
• Maximum likelihood estimators and worst case optimal algorithms for system identification
• One-shot set-membership identification of generalized Hammerstein-Wiener systems
• Conditionally optimal algorithms and estimation of reduced order models
• Worst-case control-relevant identification
• Feasible parameter set for linear models with bounded errors in all variables
• On the minimal cost of approximating linear problems based on information with deterministic noise
• scientific article; zbMATH DE number 4100509 (Why is no real title available?)
• Parameter bounds for ARMAX models from records with bounded errors in variables

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