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)

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Cites work

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

Cited in

(5)

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

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