Title :
Classical system identification in a deterministic setting
Author :
Venkatesh, S.R. ; Dahleh, M.A.
Author_Institution :
Lab. for Inf. & Decision Syst., MIT, Cambridge, MA, USA
Abstract :
To reconcile identification with robust control, researchers have focused their attention on worst case identification. However, with assumptions such as unknown but bounded noise, worst case identification, leads to conservative bounds. Furthermore, these bounds are obtained at exponential cost. On the other hand in traditional identification, one obtains confidence bounds at polynomial cost. To overcome these shortcomings we explore several relaxations and restrictions on the worst case identification problem. In particular, we develop deterministic equivalent of stochastic identification
Keywords :
computational complexity; identification; probability; robust control; stochastic processes; white noise; averaging properties; bounded noise; polynomial cost; polynomial sample complexity; probability; robust control; stochastic identification; system identification; white noise; worst case identification; Costs; Finite impulse response filter; Game theory; Laboratories; Polynomials; Robust control; Stochastic processes; Stochastic resonance; System identification; Uncertainty;
Conference_Titel :
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
Conference_Location :
New Orleans, LA
Print_ISBN :
0-7803-2685-7
DOI :
10.1109/CDC.1995.478586