Automatica, Vol.29, No.6, 1535-1540, 1993
The Least-Squares Algorithm, Parametric System-Identification and Bounded Noise
The least squares parametric system identification algorithm is analyzed assuming that the noise is a bounded signal. A bound on the worst-case parameter estimation error is derived. This bound shows that the worst-case parameter estimation error decreases to zero as the bound on the noise is decreased to zero.