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On the Choice of Norms in System Identification
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- Akçay, Hüseyin (author)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
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- Ljung, Lennart, 1946- (author)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
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- Hjalmarsson, Håkan (author)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
- (creator_code:org_t)
- Linköping : Linköping University, 1994
- English 18 s.
- Series: LiTH-ISY-R, 1400-3902 ; 1560
- In: Proceedings of the 10th IFAC Symposium on System Identification. - Linköping : Linköping University. - 9780080422251 ; , s. 103-108
- Reports (other academic/artistic)
Abstract
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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).
Subject headings
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
Keyword
- System identification
- Sensitive norms
- Bounded disturbances
- Robust identification
- Cybernetik Informationsteori
- Matematisk Statistik
- Automatic control
- Reglerteknik
Publication and Content Type
- vet (subject category)
- rap (subject category)
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