Surveys

Optimal performance criteria in identification problems

Ya. Z. Tsypkin

Moscow

Abstract: The problem of determining the optimal identification performance criterion such as mean losses is stated and solved. The notions of an optimal loss function and, with incomplete information on the noise, a function optimal on a class of loss function are introduced. Examples of such loss functions are given; these notions are shown related with those of robust loss functions. Papers on choice of the identification performance criterion are surveyed.

UDC: 62-501.72:62-505


Received: 06.10.1981

 English version: Automation and Remote Control, 1982, 43:11, 1365–1382

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