THE LEAST-SQUARES ALGORITHM, PARAMETRIC SYSTEM-IDENTIFICATION AND BOUNDED NOISE

被引：10
|
作者：
AKCAY, H
KHARGONEKAR, PP
机构：
[1] UNIV MICHIGAN,DEPT ELECT ENGN & COMP SCI,ANN ARBOR,MI 48109
[2] UNIV MICHIGAN,DEPT MECH ENGN & APPL MECH,ANN ARBOR,MI 48109
来源：
AUTOMATICA | 1993年 / 29卷 / 06期
关键词：
ERROR ANALYSIS; IDENTIFICATION; LEAST SQUARES ESTIMATION;
D O I：
10.1016/0005-1098(93)90017-N
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
The least squares parametric system identification algorithm is analyzed assuming that the noise is a bounded signal. A bound on the worst-case parameter estimation error is derived. This bound shows that the worst-case parameter estimation error decreases to zero as the bound on the noise is decreased to zero.
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页码：1535 / 1540
页数：6
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