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

DOI10.1016/J.AUTOMATICA.2004.06.020zbMATH Open1073.93517OpenAlexW2130089988MaRDI QIDQ705182FDOQ705182

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

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zbMATH Keywords

System identificationLeast squaresConfidence setsFinite samples propertiesHalf samplesModel validation

Mathematics Subject Classification ID

System identification (93B30)

Cites Work

• Asymptotic Statistics
• Subsampling
• Permutation tests. A practical guide to resampling methods for testing hypotheses.
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• Pseudo-Replication: Half Samples
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• Finite sample properties of system identification methods
• Non-asymptotic confidence ellipsoids for the least-squares estimate
• Quantifying the error in estimated transfer functions with application to model order selection
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• Hard frequency-domain model error bounds from least-squares like identification techniques
• The role of model validation for assessing the size of the unmodeled dynamics
• Assessing the quality of identified models through the asymptotic theory -- when is the result reliable?
• Optimality, approximation, and complexity in set membership H/sub ∞/ identification
• Estimating linear time-invariant models of nonlinear time-varying systems
• Finite sample properties of indirect nonparametric closed-loop identification
• Identification of probabilistic system uncertainty regions by explicit evaluation of bias and variance errors
• Model quality evaluation in set membership identification
• Using the bootstrap to estimate the variance in the case of undermodeling
• Finite sample properties of system identification of ARX models under mixing conditions
• Non-asymptotic quality assessment of generalised FIR models with periodic inputs

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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