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Parameter-bounding identification algorithms for bounded-noise records

✍ Scribed by Mo, S.H.; Norton, J.P.

Book ID
114450811
Publisher
The Institution of Electrical Engineers
Year
1988
Weight
714 KB
Volume
135
Category
Article
ISSN
0143-7054

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Al~trad--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