Parameter identification for nonlinear systems: guaranteed confidence regions through LSCR

DOI10.1016/j.automatica.2007.01.016zbMath1130.93429OpenAlexW2134852213MaRDI QIDQ2467503

Erik Weyer, Marco C. Campi, Marco Dalai

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

confidence setsnonlinear system identificationfinite sample results

Mathematics Subject Classification ID

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

Related Items (3)

Asymptotic properties of SPS confidence regions ⋮ Facing undermodelling in sign-perturbed-sums system identification ⋮ Perturbed datasets methods for hypothesis testing and structure of corresponding confidence sets

Cites Work

• Assessing the quality of identified models through the asymptotic theory -- when is the result reliable?
• Development of ideas and methods of Chebyshev in probability theory
• Completely separating groups in subsampling
• Estimating linear time-invariant models of nonlinear time-varying systems
• Guaranteed non-asymptotic confidence regions in system identification
• Recursive identification of bilinear systems
• An Overview of Bilinear System Theory and Applications
• A New Test of Linearity of Time Series Based on the Bispectrum
• Bilinear systems: An appealing class of "nearly linear" systems in theory and applications
• Exact Confidence Intervals in Regression Problems with Independent Symmetric Errors
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