liu.seSearch for publications in DiVA
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
The Least-Squares Identification of FIR Systems Subject to Worst-Case Noise
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1994 (English)In: Proceedings of the 10th IFAC Symposium on System Identification, 1994, Vol. 2, 85-90 p.Conference paper, Published paper (Refereed)
Abstract [en]

The least-squares identification of FIR systems is analyzed assuming that the noise is a bounded signal and the input signal is a pseudo-random binary sequence. A lower bound on the worst-case transfer function error shows that the lest-square estimate of the transfer function diverges as the order of the FIR system is increased. This implies that, in the presence of the worst-case noise, the trade-off between the estimation error due to the disturbance and the bias error (due to unmodeled dynamics) is significantly different from the corresponding trade-off in the random error case: with a worst-case formulation, the model complexity should not increase indefinitely as the size of the data set increases.

Place, publisher, year, edition, pages
1994. Vol. 2, 85-90 p.
Keyword [en]
Least-squares identification, FIR system
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-94125ISBN: 978-0080422251 (print)OAI: oai:DiVA.org:liu-94125DiVA: diva2:629309
Conference
10th IFAC Symposium on System Identification, Copenhagen, Denmark, July, 1994
Available from: 2013-06-17 Created: 2013-06-16 Last updated: 2013-06-17

Open Access in DiVA

No full text

Other links

Related report
By organisation
Automatic ControlThe Institute of Technology
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar

isbn
urn-nbn

Altmetric score

isbn
urn-nbn
Total: 141 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf