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

DOI10.1016/j.automatica.2004.06.020zbMath1073.93517OpenAlexW2130089988MaRDI QIDQ705182

Su Ki Ooi, Marco 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)

Related Items (5)

Convergence analysis of central and minimax algorithms in scalar regressor models ⋮ Least-squares estimation of a class of frequency functions: a finite sample variance expression ⋮ 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

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