On resampling and uncertainty estimation in linear system identification

DOI10.1016/j.automatica.2010.02.015zbMath1191.93136MaRDI QIDQ980906

Simone Garatti, Bitmead, Robert R.

Publication date: 8 July 2010

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2010.02.015

zbMATH Keywords

bootstrap; system identification; Monte Carlo; resampling; model validation; subsampling

Mathematics Subject Classification ID

93C41: Control/observation systems with incomplete information

93E10: Estimation and detection in stochastic control theory

93E12: Identification in stochastic control theory

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A counterexample to the uniqueness of the asymptotic estimate in ARMAX model identification via the correlation approach, NN-adaptive output feedback tracking control for a class of discrete-time non-affine systems with a dynamic compensator

Uses Software

• bootstrap

Cites Work

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