A. Garulli et al., Error bounds for conditional algorithms in restricted complexity set membership identification, IEEE AUTO C, 45(1), 2000, pp. 160-164
Restricted complexity estimation is a major topic in control-oriented ident
ification. Conditional algorithms are used to identify linear finite-dimens
ional models of complex systems, the aim being to minimize the worst-case i
dentification error. High computational complexity of optimal solutions sug
gests to employ suboptimal estimation algorithms. This paper studies differ
ent classes of conditional estimators and provides results that assess the
reliability level of suboptimal algorithms.