Non-asymptotic quality assessment of generalised FIR models with periodic inputs

DOI10.1016/J.AUTOMATICA.2004.06.020MaRDI QIDQ705182zbMATH OpenOpenAlexFDO

Authors Su Ki Ooi, M. C. Campi, Erik Weyer

Publication date 26 January 2005

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2004.06.020

zbMATH Keywords

System identificationLeast squaresConfidence setsFinite samples propertiesHalf samplesModel validation

Mathematics Subject Classification ID

System identification (93B30)

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Cites work

• scientific article; zbMATH DE number 3984308 (Why is no real title available?)
• scientific article; zbMATH DE number 1322222 (Why is no real title available?)
• scientific article; zbMATH DE number 1552503 (Why is no real title available?)
• Assessing the quality of identified models through the asymptotic theory -- when is the result reliable?
• Asymptotic Statistics
• Estimating linear time-invariant models of nonlinear time-varying systems
• Finite sample properties of indirect nonparametric closed-loop identification
• Finite sample properties of system identification methods
• Finite sample properties of system identification of ARX models under mixing conditions
• Hard frequency-domain model error bounds from least-squares like identification techniques
• Identification of probabilistic system uncertainty regions by explicit evaluation of bias and variance errors
• Model quality evaluation in set membership identification
• Non-asymptotic confidence ellipsoids for the least-squares estimate
• Non-asymptotic quality assessment of generalised FIR models with periodic inputs
• On covariance function tests used in system identification
• Optimality, approximation, and complexity in set membership H/sub ∞/ identification
• Permutation tests. A practical guide to resampling methods for testing hypotheses.
• Pseudo-Replication: Half Samples
• Quantifying the error in estimated transfer functions with application to model order selection
• Rademacher averages and phase transitions in Glivenko-Cantelli classes
• Rademacher penalties and structural risk minimization
• Subsampling
• The role of model validation for assessing the size of the unmodeled dynamics
• Using the bootstrap to estimate the variance in the case of undermodeling

Cited in

(5)

• Non-asymptotic quality assessment of generalised FIR models with periodic inputs
• Non-asymptotic confidence regions for model parameters in the presence of unmodelled dynamics
• Guaranteed non-asymptotic confidence regions in system identification
• Least-squares estimation of a class of frequency functions: a finite sample variance expression
• Convergence analysis of central and minimax algorithms in scalar regressor models

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