Title :
The least squares: output error sensitivity and the constrained logarithmic algorithm
Author :
Bai, Er-Wei ; Ye, Yinyu
Author_Institution :
Dept. of Electr. & Comput. Eng., Iowa Univ., Iowa City, IA, USA
Abstract :
It is shown in the paper that while robust in terms of the average output error, the least squares estimate is sensitive to outliers with respect to the maximum output error. In fact, the worst-case output error of the least squares can go unbounded. The constrained logarithmic least squares for system identification is applied to solve the problem
Keywords :
discrete time systems; error analysis; least squares approximations; minimax techniques; parameter estimation; sensitivity analysis; transfer functions; SISO systems; average output error; discrete time systems; identification; least squares estimation; minimax technique; output error sensitivity; transfer function; worst-case output error; Cities and towns; Computer errors; Engineering management; Least squares approximation; Least squares methods; Noise measurement; Q measurement; Robustness; Size measurement; Transfer functions;
Conference_Titel :
American Control Conference, 1998. Proceedings of the 1998
Conference_Location :
Philadelphia, PA
Print_ISBN :
0-7803-4530-4
DOI :
10.1109/ACC.1998.703277
