H/sup ∞/ bounds for least-squares estimators

DOI10.1109/9.905700zbMATH Open0992.93087OpenAlexW1481061067MaRDI QIDQ4540313FDOQ4540313

Authors: B. Hassibi, T. Kailath 

Publication date: 21 July 2002

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

Full work available at URL: https://doi.org/10.1109/9.905700

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zbMATH Keywords

Kalman filterrobustnessupper and lower bounds\(H^\infty\) normrecursive-least-squares

Mathematics Subject Classification ID

(H^infty)-control (93B36) Estimation and detection in stochastic control theory (93E10)

Cited In (3)

• H\(^{\infty}\) bounds for quasi-Newton adaptive algorithm
• The inefficiency of the least squares estimator and its bound
• An upper bound for the recursive least squares estimation error

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