scientific article; zbMATH DE number 778091

MaRDI QIDQ4840539zbMATH OpenFDO

Authors Er-wei Bai, Mark S. Andersland

Publication date 10 May 1998

zbMATH Keywords

maximum likelihoodleast squaresprojectionidentification algorithms

Mathematics Subject Classification ID

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

Recommendations

• Worst case system identification in H/sub ∞/: validation of a priori information, essentially optimal algorithms, and error bounds
• Worst-case errors of linear algorithms for identification in H
• Worst-case analysis of the least-squares method and related identification methods
• Worst-case input-output identification
• Analysis of linear methods for robust identification in \(\ell_ 1\)

Cited in

(2)

• scientific article; zbMATH DE number 3873207 (Why is no real title available?)
• Maximum likelihood estimators and worst case optimal algorithms for system identification

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