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
fDate :
5/1/1999 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
