Properties of least squares estimates in set membership identification

DOI10.1016/0005-1098(94)00097-3zbMATH Open0821.93030OpenAlexW2051199197MaRDI QIDQ1891002FDOQ1891002

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

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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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Cited In (11)

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

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