Properties of least squares estimates in set membership identification

DOI10.1016/0005-1098(94)00097-3MaRDI QIDQ1891002zbMATHOpenAlexFDO

Authors Mario Milanese

Publication date 27 September 1995

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(94)00097-3

zbMATH Keywords

convergenceoptimalitydiscrete-timetime-invariantlinearbounded errorsset membership estimationworst-case identificationleast square algorithm

Mathematics Subject Classification ID

System identification (93B30) Eigenvalue problems (93B60) Linear systems in control theory (93C05) Control/observation systems with incomplete information (93C41) Discrete-time control/observation systems (93C55)

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• Comments on "Least squares methods for H/spl infin/ control oriented system identification"

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Cited in

(11)

• A new look at least-squares dynamic system identification
• Model quality evaluation in set membership identification
• Finite sample properties of linear model identification
• Set membership approach for reducing value sets in the frequency domain
• Analysis of linear methods for robust identification in \(\ell_ 1\)
• On the worst-case divergence of the least-squares algorithm
• \(L_\infty\) parameter identification based on linear programming recursive algorithm
• Estimation of model quality
• Worst-case performance analysis in \(\ell_1\)-norm for an automated heavy vehicle platoon
• Asymptotic properties of set membership identification algorithms
• The least-squares identification of FIR systems subject to worst-case noise

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