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  • Akçay, Hüseyin, et al. (author)
  • On the Choice of Norms in System Identification
  • 1994
  • In: Proceedings of the 10th IFAC Symposium on System Identification. - Linköping : Linköping University. - 9780080422251 ; , s. 103-108
  • Reports (other academic/artistic)abstract
    • In this paper we discuss smooth and sensitive norms for prediction error system identification when the disturbances are magnitude bounded. Formal conditions for sensitive norms, which give an order of magnitude faster convergence of the parameter estimate variance, are developed. However, it also is shown that the parameter estimate variance convergence rate of sensitive norms is arbitrarily bad for certain distributions. A necessary condition for a norm to be statistically robust with respect to the family F(C) of distributions with support [-C, C] for some arbitrary C>0 is that its second derivative does not vanish on the support. A direct consequence of this observation is that the quadratic norm is statistically robust among all lp-norms, p⩽2<∞ for F(C).
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Type of publication
reports (1)
Type of content
other academic/artistic (1)
Author/Editor
Hjalmarsson, Håkan (1)
Ljung, Lennart, 1946 ... (1)
Akçay, Hüseyin (1)
University
Linköping University (1)
Language
English (1)
Research subject (UKÄ/SCB)
Engineering and Technology (1)
Year
1994 (1)

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