The least squares algorithm, parametric system identification and bounded noise

✍ Scribed by Hüseyin Akçay; Pramod P Khargonekar

• Publisher: Elsevier Science
• Year: 1993
• Tongue: English
• Weight: 431 KB
• Volume: 29
• Category: Article
• ISSN: 0005-1098
• DOI: 10.1016/0005-1098(93)90017-n

✦ Synopsis

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 is decreased to zero.