On resampling and uncertainty estimation in linear system identification

DOI10.1016/J.AUTOMATICA.2010.02.015MaRDI QIDQ980906zbMATH OpenOpenAlexFDO

Authors Simone Garatti, Robert R. Bitmead

Publication date 8 July 2010

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2010.02.015

zbMATH Keywords

bootstrapMonte Carloresamplingsubsamplingsystem identificationmodel validation

Mathematics Subject Classification ID

Control/observation systems with incomplete information (93C41) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cites work

• scientific article; zbMATH DE number 3782216 (Why is no real title available?)
• scientific article; zbMATH DE number 1342053 (Why is no real title available?)
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• Assessing the quality of identified models through the asymptotic theory -- when is the result reliable?
• Bootstrap methods: a review
• Bootstrap-based estimates of uncertainty in subspace identification methods
• Computer-Intensive Methods in Statistical Regression
• Convergence of Distributions Generated by Stationary Stochastic Processes
• Edgeworth correction by bootstrap in autoregressions
• Estimation of model quality
• Guaranteed non-asymptotic confidence regions in system identification
• Large sample confidence regions based on subsamples under minimal assumptions
• Mixing properties of ARMA processes
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• On covariance function tests used in system identification
• Resampling methods for dependent data
• The asymptotic model quality assessment for instrumental variable identification revisited
• The jackknife and bootstrap
• Using the bootstrap to estimate the variance in the case of undermodeling

Cited in

(2)

• NN-adaptive output feedback tracking control for a class of discrete-time non-affine systems with a dynamic compensator
• A counterexample to the uniqueness of the asymptotic estimate in ARMAX model identification via the correlation approach

Describes a project that uses

Uses Software

• bootstrap

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