DocumentCode
1506654
Title
Identification of invariants of (over)parameterized models: finite sample results
Author
Pintelon, R. ; Schoukens, J. ; Vandersteen, G. ; Rolain, Y.
Author_Institution
Dept. of ELEC, Vrije Univ., Brussels, Belgium
Volume
44
Issue
5
fYear
1999
fDate
5/1/1999 12:00:00 AM
Firstpage
1073
Lastpage
1077
Abstract
This paper shows that a certain class of estimates of invariants of (over)parameterized models are with probability one independent of the particular (over)parameterization chosen. The result is nonasymptotic, and the estimators considered minimize a cost function that is invariant with respect to the same parameter transformation as the overparameterized model
Keywords
identification; minimisation; cost function minimization; estimators; finite sample results; invariant identification; overparameterized model; overparameterized models; parameter transformation; Cost function; Distribution functions; MIMO; Poles and zeros; Polynomials; Transfer functions; Uncertainty;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.763232
Filename
763232
Link To Document