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On the choice of no...
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Akcay, H.Linköpings universitet,Reglerteknik,Tekniska högskolan
(author)
On the choice of norms in system identification
- Article/chapterEnglish1996
Publisher, publication year, extent ...
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Linköping :Institute of Electrical and Electronics Engineers (IEEE),1996
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printrdacarrier
Numbers
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LIBRIS-ID:oai:DiVA.org:kth-60585
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https://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-60585URI
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https://doi.org/10.1109/9.536512DOI
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https://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-55301URI
Supplementary language notes
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Language:English
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Summary in:English
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Subject category:ref swepub-contenttype
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Subject category:art swepub-publicationtype
Series
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LiTH-ISY-R,1400-3902 ;1832
Notes
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NR 20140805
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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). ©1996 IEEE.
Subject headings and genre
Added entries (persons, corporate bodies, meetings, titles ...)
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Hjalmarsson, Håkan,1962-Linköpings universitet,Reglerteknik,Tekniska högskolan(Swepub:kth)u10a8l40
(author)
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Ljung, Lennart,1946-Linköpings universitet,Reglerteknik,Tekniska högskolan(Swepub:liu)lenlj48
(author)
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Linköpings universitetReglerteknik
(creator_code:org_t)
Related titles
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In:IEEE Transactions on Automatic ControlLinköping : Institute of Electrical and Electronics Engineers (IEEE)41:9, s. 1367-13720018-9286
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