Quantification of frequency domain error bounds with guaranteed confidence level in prediction error identification

DOI10.1016/j.sysconle.2004.09.011zbMath1129.93356OpenAlexW1979276257MaRDI QIDQ2504545

Xavier Bombois, Michel Gevers, Brian D. O. Anderson

Publication date: 25 September 2006

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2004.09.011

zbMATH Keywords

confidence regionerror boundsuncertainty estimationidentification for controlprediction error identification

Mathematics Subject Classification ID

System identification (93B30) Identification in stochastic control theory (93E12)

Related Items (5)

Automatic tuning of robust constrained cross‐direction controllers ⋮ Optimal identification experiment design for the interconnection of locally controlled systems ⋮ Optimal experimental design and some related control problems ⋮ Covariance analysis in SISO linear systems identification ⋮ Identification for control: from the early achievements to the revival of experiment design

Cites Work

• Modern concepts and theorems of mathematical statistics
• Quantification of uncertainty in transfer function estimation: A mixed probabilistic-worst-case approach
• System identification using Laguerre models
• Quantifying the error in estimated transfer functions with application to model order selection
• System identification using Kautz models
• A unifying construction of orthonormal bases for system identification
• Identification of probabilistic system uncertainty regions by explicit evaluation of bias and variance errors

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