Conference proceeding
Least squares parameter estimator - Membership set and H-infinity sensitivity
1994 American Control Conference, 13th, Baltimore, MD; UNITED STATES; 29 June-1 July 1994, pp.2226-2230
American Control Conference, 13 (Baltimore, Maryland, USA, 06/29/1994 - 07/01/1994)
06/01/1994
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 menbership 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-infinity optimal in terms of sensitivity. (Author)
Details
- Title: Subtitle
- Least squares parameter estimator - Membership set and H-infinity sensitivity
- Creators
- Er-Wei BaiRoberto Tempo
- Resource Type
- Conference proceeding
- Publication Details
- 1994 American Control Conference, 13th, Baltimore, MD; UNITED STATES; 29 June-1 July 1994, pp.2226-2230
- Conference
- American Control Conference, 13 (Baltimore, Maryland, USA, 06/29/1994 - 07/01/1994)
- Language
- English
- Date published
- 06/01/1994
- Academic Unit
- Electrical and Computer Engineering
- Record Identifier
- 9984197914102771
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