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In previous contributions, Calafiore and Campi (2006) and Campi et al. (2009b), it has been shown that the scenario approach is a handy methodology to design control systems having robustness properties that are otherwise difficult to design along more standard methods. On the other hand, it has also been noted that the sample complexity of the scenario(More)
— The least squares estimatê xN minimizes the sum of the squared residuals N i=1 Aix − bi 2 over a finite set of observations (Ai, bi). At x = ˆ xN , the squared residuals Aî xN − bi 2 are called the " empirical costs ". Intuitively, the empirical costs carry information on the probability distribution of the cost AˆxN − b 2 that is paid for other, yet(More)