The least squares algorithm, parametric system identification and bounded noise

DOI10.1016/0005-1098(93)90017-NMaRDI QIDQ1314775zbMATH OpenOpenAlexFDO

Authors Hüseyin Akçay, Pramod P. Khargonekar

Publication date 24 February 1994

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(93)90017-n

zbMATH Keywords

least squares parametric system identification algorithm

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

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Cites work

• scientific article; zbMATH DE number 3131354 (Why is no real title available?)
• scientific article; zbMATH DE number 65801 (Why is no real title available?)
• scientific article; zbMATH DE number 3997615 (Why is no real title available?)
• ANALYTIC PROPERTIES OF SCHMIDT PAIRS FOR A HANKEL OPERATOR AND THE GENERALIZED SCHUR-TAKAGI PROBLEM
• Control oriented system identification: a worst-case/deterministic approach in H/sub infinity /
• Hard frequency-domain model error bounds from least-squares like identification techniques
• Number theory in science and communication. With applications in cryptography, physics, digital information, computing, and self- similarity.
• Primitive Binary Polynomials
• Robust identification and Galois sequences

Cited in

(16)

• Fractional-based stochastic gradient algorithms for time-delayed ARX models
• Recursive consistent estimation with bounded noise
• Estimation of model quality
• An introduction to the Gaussian least squares approximation and its application in signal processing and system modeling
• Worst-case control-relevant identification
• The least-squares identification of FIR systems subject to worst-case noise
• Analysis of linear methods for robust identification in \(\ell_ 1\)
• Two new estimation algorithms for linear models with unknown but bounded measurement noise
• Properties of least squares estimates in set membership identification
• Implementation of algorithms for tuning parameters in regularized least squares problems in system identification
• Reformulation of the parameter identification problem for systems with bounded disturbances
• Least-squares parameter estimation of linear systems with noisy input–output data
• Filtering and System Identification
• On the worst-case divergence of the least-squares algorithm
• Worst-case analysis of the least-squares method and related identification methods
• A stopping rule for least-squares identification

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