Parameter identification for nonlinear systems: guaranteed confidence regions through LSCR

DOI10.1016/J.AUTOMATICA.2007.01.016MaRDI QIDQ2467503zbMATH OpenOpenAlexFDO

Authors Marco Dalai, Erik Weyer, M. C. Campi

Publication date 21 January 2008

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2007.01.016

zbMATH Keywords

nonlinear system identificationconfidence setsfinite sample results

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Identification in stochastic control theory (93E12)

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Cites work

• scientific article; zbMATH DE number 3742451 (Why is no real title available?)
• scientific article; zbMATH DE number 50060 (Why is no real title available?)
• A New Test of Linearity of Time Series Based on the Bispectrum
• An Overview of Bilinear System Theory and Applications
• Assessing the quality of identified models through the asymptotic theory -- when is the result reliable?
• Bilinear systems: An appealing class of "nearly linear" systems in theory and applications
• Completely separating groups in subsampling
• Development of ideas and methods of Chebyshev in probability theory
• Estimating linear time-invariant models of nonlinear time-varying systems
• Exact Confidence Intervals in Regression Problems with Independent Symmetric Errors
• Guaranteed non-asymptotic confidence regions in system identification
• Recursive identification of bilinear systems

Cited in

(7)

• Finite sample confidence region for EIV systems using regression model
• Facing undermodelling in sign-perturbed-sums system identification
• Perturbed datasets methods for hypothesis testing and structure of corresponding confidence sets
• Guaranteed characterization of exact non-asymptotic confidence regions as defined by LSCR and SPS
• Asymptotic properties of SPS confidence regions
• Non-asymptotic confidence regions for model parameters in the presence of unmodelled dynamics
• Guaranteed non-asymptotic confidence regions in system identification

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