• DocumentCode
    335508
  • Title

    Least squares parameter estimator: Membership set and H∞ sensitivity

  • Author

    Bai, Er-Wei ; Tempo, Roberto

  • Author_Institution
    Dept. of Electr. & Comput. Eng., Iowa Univ., Iowa City, IA, USA
  • Volume
    2
  • fYear
    1994
  • fDate
    29 June-1 July 1994
  • Firstpage
    2226
  • Abstract
    In this paper, we discuss three related issues. First, we obtain necessary and sufficient conditions under which the least squares estimate lies in the membership set. Secondly we derive the exact size of the membership set that bounds the maximum error between the true parameter and the estimate. Finally, we show that the least squares estimator is H∞ optimal in terms of sensitivity.
  • Keywords
    H∞ optimisation; least squares approximations; parameter estimation; sensitivity analysis; H∞ optimal estimator; H∞ sensitivity; least-squares parameter estimator; maximum error; membership set; necessary and sufficient conditions; optimal sensitivity; Additive noise; Algorithm design and analysis; Least squares approximation; Least squares methods; Noise measurement; Parameter estimation; Q measurement; Random variables; Stochastic processes; Time measurement;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, 1994
  • Print_ISBN
    0-7803-1783-1
  • Type

    conf

  • DOI
    10.1109/ACC.1994.752472
  • Filename
    752472
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=335508