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Analysis of linear methods for robust identification in l1
School of Mathematics, University of Leeds.
Luleå University of Technology, Department of Computer Science, Electrical and Space Engineering, Signals and Systems.
1995 (English)In: Automatica, ISSN 0005-1098, E-ISSN 1873-2836, Vol. 31, no 5, p. 755-758Article in journal (Refereed) Published
Abstract [en]

We consider worst-case analysis of system identification by means of the linear algorithms such as least-squares. We provide estimates for worst-case and average errors, showing that worst-case robust convergence cannot occur in the l1 identification problem. The case of periodic inputs is also analysed. Finally a pseudorandomness assumption is introduced that allows more powerful convergence results in a deterministic framework.

Place, publisher, year, edition, pages
1995. Vol. 31, no 5, p. 755-758
National Category
Control Engineering
Research subject
Control Engineering
Identifiers
URN: urn:nbn:se:ltu:diva-4181DOI: 10.1016/0005-1098(94)00163-DISI: A1995RA52000008Scopus ID: 2-s2.0-0029307435Local ID: 21607f50-b7c7-11dd-9c2e-000ea68e967bOAI: oai:DiVA.org:ltu-4181DiVA, id: diva2:977045
Note

Godkänd; 1995; 20081121 (andbra)

Available from: 2016-09-29 Created: 2016-09-29 Last updated: 2018-07-10Bibliographically approved

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