Optimal algorithms theory for robust estimation and prediction

DOI10.1109/TAC.1985.1104056zbMATH Open0567.93024MaRDI QIDQ3683979FDOQ3683979

Authors: Mario Milanese, Roberto Tempo 

Publication date: 1985

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

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zbMATH Keywords

parameter identificationoptimal algorithmstime series prediction

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Inference from stochastic processes and prediction (62M20) System identification (93B30) Linear systems in control theory (93C05) Nonlinear systems in control theory (93C10)

Cited In (55)

• Parameter estimation in systems with binary-valued observations and structural uncertainties
• Minimax sliding mode control design for linear evolution equations with noisy measurements and uncertain inputs
• A new approximate algorithm for the Chebyshev center
• Almost sure convergence rates for system identification using binary, quantized, and regular sensors
• The size of the membership-set in a probabilistic framework.
• Worst case system identification in \(\ell{}_ 1\): Optimal algorithms and error bounds
• Asymptotically efficient autoregressive model selection for multistep prediction
• Parameter estimation algorithms for a set-membership description of uncertainty
• Computation of local radius of information in SM-IBC identification of nonlinear systems
• System identification: regime switching, unmodeled dynamics, and binary sensors
• Nonlinear set membership prediction of river flow
• Optimal worst case estimation for LPV--FIR models with bounded errors
• Estimation of model quality
• \(H_{\infty}\) set membership identification: a survey
• Learning-based predictive control for linear systems: a unitary approach
• Optimal input design for worst-case system identification in \(l_ 1/l_ 2/l_ \infty\)
• The sample complexity of worst-case identification of FIR linear systems
• Algorithms for the incorporation of predictive information in surveillance theory†
• Conditionally optimal algorithms and estimation of reduced order models
• Worst-case control-relevant identification
• Optimization of algorithm estimation of certain probabilistic characteristics
• Worst-case optimality of smoothing algorithms for parametric system identification
• Set membership identification of nonlinear systems
• Calibration of a 3D sensor under its orientation constraint
• Unified set membership theory for identification, prediction and filtering of nonlinear systems
• Robust Response Transformations Based on Optimal Prediction
• Worst case identification of continuous time systems via interpolation
• Kalman duality principle for a class of ill-posed minimax control problems with linear differential-algebraic constraints
• Optimal estimation theory for dynamic systems with set membership uncertainty: An overview
• Properties of least squares estimates in set membership identification
• Title not available (Why is that?)
• Minimax state estimation for linear discrete-time differential-algebraic equations
• Relation of Average Error in Prolate Spheroidal Wave Functions Algorithm for Bandlimited Functions Approximation to Radius of Information
• Covering a set by a convex compactum: error estimates and computation
• Recursive system identification in the presence of noise and model uncertainties
• On Source-Term Parameter Estimation for Linear Advection-Diffusion Equations with Uncertain Coefficients
• Title not available (Why is that?)
• Title not available (Why is that?)
• Stochastic algorithms for robustness of control performances
• Maximum likelihood estimators and worst case optimal algorithms for system identification
• Worst-case input-output identification
• Chebyshev center of the intersection of balls: complexity, relaxation and approximation
• Estimation theory for nonlinear models and set membership uncertainty
• On the optimal worst-case experiment design for constrained linear systems
• Bounding the states of systems with unknown-but-bounded disturbances
• On linearity of spline algorithms
• A survey of randomized algorithms for control synthesis and performance verification
• Variational problems for calibrating an accelerometer unit
• Optimality of central and projection algorithms for bounded uncertainty
• Chebyshev center and inscribed balls: properties and calculations
• Minimax state estimates for abstract Neumann problems
• Identification of objects with unknown bounded disturbances
• Optimal error predictors for economic models
• Convergence analysis of central and minimax algorithms in scalar regressor models
• On optimal \(\ell^ \infty\) to \(\ell^ \infty\) filtering

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