Weighted least squares set estimation from l/sub ∞/-norm bounded noise data

DOI10.1109/9.633838zbMATH Open0889.93013OpenAlexW1544351296MaRDI QIDQ4368709FDOQ4368709

Authors: K. J. Keesma 

Publication date: 18 June 1998

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

Full work available at URL: https://doi.org/10.1109/9.633838

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zbMATH Keywords

weighted least squaresARMAX modelset-membership identificationbounded-errorparameter set estimation

Mathematics Subject Classification ID

System identification (93B30) Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

Cited In (2)

• Weighted average errors in set-membership estimation
• Search for weights in the problem of finite-rank signal estimation in the presence of random noise

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