Perturbed datasets methods for hypothesis testing and structure of corresponding confidence sets

DOI10.1016/j.automatica.2014.10.083zbMath1309.93142arXiv1412.2352OpenAlexW2081305792MaRDI QIDQ2342551

István Vajk, Sándor Kolumbán, Johan Schoukens

Publication date: 28 April 2015

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1412.2352

zbMATH Keywords

confidence regionguaranteed precisionfinite samplesign-perturbed sums

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Stochastic systems in control theory (general) (93E03)

Related Items (5)

Asymptotic properties of SPS confidence regions ⋮ Non-asymptotic state-space identification of closed-loop stochastic linear systems using instrumental variables ⋮ Facing undermodelling in sign-perturbed-sums system identification ⋮ Covariance analysis in SISO linear systems identification ⋮ A simple condition for the boundedness of sign-perturbed-sums (SPS) confidence regions

Cites Work

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• Assessing the quality of identified models through the asymptotic theory -- when is the result reliable?
• Parameter identification for nonlinear systems: guaranteed confidence regions through LSCR
• Guaranteed non-asymptotic confidence regions in system identification
• Guaranteed characterization of exact non-asymptotic confidence regions as defined by LSCR and SPS
• Non-Asymptotic Confidence Sets for the Parameters of Linear Transfer Functions

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