Guaranteed characterization of exact non-asymptotic confidence regions as defined by LSCR and SPS
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Publication:2628428
DOI10.1016/j.automatica.2013.11.010zbMath1364.93774OpenAlexW2147850268MaRDI QIDQ2628428
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
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
Cites Work
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- 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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