Non-asymptotic model quality assessment of transfer functions at multiple frequency points

DOI10.1016/j.automatica.2015.06.040zbMath1331.93210OpenAlexW897738910MaRDI QIDQ900193

Erik Weyer, Sangho Ko, Marco C. Campi

Publication date: 21 December 2015

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2015.06.040

zbMATH Keywords

system identificationconfidence regionsfrequency responsefinite sample propertiesmodel quality

Mathematics Subject Classification ID

Frequency-response methods in control theory (93C80) Sampled-data control/observation systems (93C57) Identification in stochastic control theory (93E12)

Uses Software

• TOMLAB
• System Identification Toolbox
• Optimization Toolbox

Cites Work

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• Quantification of uncertainty in transfer function estimation: A mixed probabilistic-worst-case approach
• Guaranteed non-asymptotic confidence regions in system identification
• Quantifying the error in estimated transfer functions with application to model order selection
• Frequency domain system identification with missing data
• Non-Asymptotic Confidence Sets for the Parameters of Linear Transfer Functions