The least squares algorithm, parametric system identification and bounded noise
نویسندگان
چکیده
منابع مشابه
The least squares algorithm, parametric system identification and bounded noise
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. 1. Introduction THE LEAST SQUARES ALGORITHM, due to Gauss, is one of the mos...
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ژورنال
عنوان ژورنال: Automatica
سال: 1993
ISSN: 0005-1098
DOI: 10.1016/0005-1098(93)90017-n