Guaranteed characterization of exact non-asymptotic confidence regions as defined by LSCR and SPS

DOI10.1016/j.automatica.2013.11.010zbMath1364.93774OpenAlexW2147850268MaRDI QIDQ2628428

Michel Kieffer, Éric Walter

Publication date: 2 June 2017

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2013.11.010

zbMATH Keywords

interval analysisconfidence regionsnonlinear system identification

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Related Items (6)

Lie symmetries applied to interval integration ⋮ 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 ⋮ Perturbed datasets methods for hypothesis testing and structure of corresponding confidence sets ⋮ A simple condition for the boundedness of sign-perturbed-sums (SPS) confidence regions

Uses Software

• INTLAB

Cites Work

• Robust set-membership state estimation; application to underwater robotics
• Completely separating groups in subsampling
• Set inversion via interval analysis for nonlinear bounded-error estimation
• The nonasymptotic confidence set for parameters of a linear control object under an arbitrary external disturbance
• Guaranteed non-asymptotic confidence regions in system identification
• Non-Asymptotic Confidence Sets for the Parameters of Linear Transfer Functions
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