• DocumentCode
    294333
  • 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
  • Volume
    3
  • fYear
    1995
  • fDate
    13-15 Dec 1995
  • Firstpage
    2921
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
  • Conference_Location
    New Orleans, LA
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-2685-7
  • Type

    conf

  • DOI
    10.1109/CDC.1995.478586
  • Filename
    478586