Can I read Statistical Consistency of Set-Membership Estimator for Linear Systems on EtoBox?

Statistical Consistency of Set-Membership Estimator for Linear Systems by Hespanhol, Pedro; Aswani, Anil is a scholarly article available to read on EtoBox.

What is Statistical Consistency of Set-Membership Estimator for Linear Systems about?

Suppose we can choose from a set of linear autonomous systems with bounded process noise, the dynamics of each system are unknown, and we would like to design a stabilizing policy. The underlying question is how to estimate the dynamics of each system given that measurements of each system will be nonsequential. Though seemingly straightforward, existing proof techniques for proving statistical consistency of system identification procedures fail when measurements are nonsequential. Here, we prove that the set-membership estimator is statistically consistent even when measurements are nonsequential. We numerically illustrate its strong consistency.

Author

Hespanhol, Pedro; Aswani, Anil

Published

2019

Language

EN