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
Link To Document