Using the bootstrap to estimate the variance in the case of undermodeling
From MaRDI portal
Publication:5267270
DOI10.1109/9.983387zbMath1364.93130DBLPjournals/tac/TjarnstromL02OpenAlexW2154329043WikidataQ59591967 ScholiaQ59591967MaRDI QIDQ5267270
Lennart Ljung, Fredrik Tjärnström
Publication date: 20 June 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.983387
Related Items (9)
On‐line instrumental variable‐based feedforward tuning for non‐resetting motion tasks ⋮ Uncertainty of transfer function modelling using prior estimated noise models ⋮ Validity of the standard cross-correlation test for model structure validation ⋮ The nonasymptotic confidence set for parameters of a linear control object under an arbitrary external disturbance ⋮ Assessing the quality of identified models through the asymptotic theory -- when is the result reliable? ⋮ Non-asymptotic quality assessment of generalised FIR models with periodic inputs ⋮ On resampling and uncertainty estimation in linear system identification ⋮ Bayesian system identification via Markov chain Monte Carlo techniques ⋮ Guaranteed non-asymptotic confidence regions in system identification
This page was built for publication: Using the bootstrap to estimate the variance in the case of undermodeling