Tradeoff between mean-square and worst-case performances in adaptive filtering. With a discussion by Ali H. Sayed and comments by the authors.

DOI10.1016/S0947-3580(00)70915-0zbMath1167.93401OpenAlexW1997560275MaRDI QIDQ838177

Paolo Bolzern, Colaneri, Patrizio, De Nicolao, Giuseppe

Publication date: 23 August 2009

Published in: European Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0947-3580(00)70915-0

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic learning and adaptive control (93E35)

Related Items (1)

GuaranteedH? robustness bounds for Wiener filtering and prediction

Cites Work

• An \(l_ 2\)-stable feedback structure for nonlinear adaptive filtering and identification
• Adaptation and tracking in system identification - a survey
• Tracking randomly varying parameters: Analysis of a standard algorithm
• \(H_\infty\)-robustness of adaptive filters against measurement noise and parameter drift
• Parameter identification for uncertain plants using \(H^ \infty\) methods
• Filtering and smoothing in an H/sup infinity / setting
• A transfer function approach to the problems of discrete-time systems: H/sub infinity /-optimal linear control and filtering
• Performance analysis of general tracking algorithms
• Linear estimation in Krein spaces. I. Theory
• Linear estimation in Krein spaces. II. Applications
• Time-domain H/sub ∞/ identification

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