Abstract
If the “output” of a system is measured under an additive noise with predefined set-valued estimate, then there is an optimal size for the vector of parameters of the approximating model under which the guaranteed approximation error is minimal. This result is extended to the case in which the a priori noise estimate depends on the measured parameter.
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Translated from Avtomatika i Telemekhanika, No. 5, 2005, pp. 125–133.
Original Russian Text Copyright © 2005 by Kuntsevich.
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Kuntsevich, V.M. Accuracy of Construction of Approximating Models under Bounded Measurement Noises. Autom Remote Control 66, 791–798 (2005). https://doi.org/10.1007/s10513-005-0123-0
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DOI: https://doi.org/10.1007/s10513-005-0123-0