Bootstrap-based estimates of uncertainty in subspace identification methods

DOI10.1016/S0005-1098(00)00081-9zbMath0971.93025OpenAlexW2071472735MaRDI QIDQ5925914

Bittanti, Sergio, Lovera, Marco

Publication date: 5 July 2001

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(00)00081-9

zbMATH Keywords

bootstrap methodevaluation of model uncertaintysubspace identification

Mathematics Subject Classification ID

System identification (93B30) Control/observation systems with incomplete information (93C41)

Related Items (5)

Parameterization and identification of multivariable state-space systems: a canonical approach ⋮ The nonasymptotic confidence set for parameters of a linear control object under an arbitrary external disturbance ⋮ 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

Uses Software

• bootstrap

Cites Work

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• Edgeworth correction by bootstrap in autoregressions
• Consistency and asymptotic normality of some subspace algorithms for systems without observed inputs
• Identification of the deterministic part of MIMO state space models given in innovations form from input-output data
• The jackknife and bootstrap
• Fast subspace-based system identification: An instrumental variable approach
• Subspace-based methods for the identification of linear time-invariant systems
• Consistency and relative efficiency of subspace methods
• Analysis of the asymptotic properties of the MOESP type of subspace algorithms
• Bootstrap confidence bands for spectra and cross-spectra
• Subspace model identification Part 1. The output-error state-space model identification class of algorithms

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