Obtaining accurate confidence regions for the estimated zeros and poles in system identification problems

DOI10.1109/9.917672MaRDI QIDQ4540366zbMATH OpenOpenAlexFDO

Authors R. Vuerinckx, Rik Pintelon, Johan Schoukens, Y. Rolain

Publication date 21 July 2002

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.917672

zbMATH Keywords

confidence regionssystem identificationpoleszerosuncertainty boundsMarkov estimators

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) System identification (93B30) Pole and zero placement problems (93B55)

Recommendations

• Identification of probabilistic system uncertainty regions by explicit evaluation of bias and variance errors
• Guaranteed non-asymptotic confidence regions in system identification
• Quantification of frequency domain error bounds with guaranteed confidence level in prediction error identification
• Confidence limits of identified frequency responses of multivariable systems
• Asymptotic properties of SPS confidence regions

Cited in

(2)

• From experiment design to closed-loop control
• Variance-error quantification for identified poles and zeros

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