Qualitive aspects of the distribution of errors in least squares estimation

DOI10.1016/0005-1098(90)90161-AMaRDI QIDQ752625zbMATH OpenOpenAlexFDO

Authors Mario E. Salgado, Carlos E. de Souza, Graham C. Goodwin

Publication date 1990

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(90)90161-a

zbMATH Keywords

least squares estimationrobust control designundermodelling

Mathematics Subject Classification ID

System structure simplification (93B11) System identification (93B30) Design techniques (robust design, computer-aided design, etc.) (93B51) Linear systems in control theory (93C05) Least squares and related methods for stochastic control systems (93E24)

Recommendations

• Estimation of model quality
• A stochastic embedding approach for quantifying uncertainty in the estimation of restricted complexity models
• scientific article; zbMATH DE number 3951827
• Integral constraints on the accuracy of least-squares estimation
• On the accuracy achievable in least-squares dynamic system identification

Cites work

• scientific article; zbMATH DE number 53586 (Why is no real title available?)
• scientific article; zbMATH DE number 3997615 (Why is no real title available?)
• A stochastic embedding approach for quantifying uncertainty in the estimation of restricted complexity models

Cited in

(4)

• Integral constraints on the accuracy of least-squares estimation
• Variance analysis of \(L_2\) model reduction when undermodeling -- the output error case.
• The Numerical Effect of Measurement Error in the Explanatory Variables on the Observed Least Squares Estimate
• \(L_ 2\)-overbiased, \(L_ 2\)-underbiased and \(L_ 2\)-unbiased estimation of transfer functions

This page was built for publication: Qualitive aspects of the distribution of errors in least squares estimation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q752625)