Non-asymptotic confidence regions for model parameters in the presence of unmodelled dynamics

DOI10.1016/j.automatica.2009.05.028zbMath1179.93166MaRDI QIDQ1049072

Sangho Ko, Erik Weyer, Marco C. Campi

Publication date: 8 January 2010

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2009.05.028

zbMATH Keywords

system identification; confidence regions; orthonormal basis functions; undermodelling; finite sample results

Mathematics Subject Classification ID

93B30: System identification

93E12: Identification in stochastic control theory

Related Items

Non-asymptotic model quality assessment of transfer functions at multiple frequency points, Facing undermodelling in sign-perturbed-sums system identification, Asymptotic properties of SPS confidence regions

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