Identification of invariants of (over)parameterized models: Finite sample results

被引：11

作者：

Pintelon, R ^{[1
]}

Schoukens, J ^{[1
]}

Vandersteen, G ^{[1
]}

Rolain, Y ^{[1
]}

机构：

[1] Free Univ Brussels, Dept ELEC, B-1050 Brussels, Belgium

来源：

IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1999年 / 44卷 / 05期

关键词：

identification; (over)parameterized models;

D O I：

10.1109/9.763232

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper shows that a certain class of estimates of invariants of (over)parameterized models are with probability one independent of the particular (over)parameterization chosen. The result is nonasymptotic, and the estimators considered minimize a cost function that is invariant with respect to the same parameter transformation as the overparameterized model.

引用

页码：1073 / 1077

页数：5

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