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 [计算机科学与技术];

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.

引用

页码：1535 / 1540

页数：6

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