Sign-perturbed sums method for multivariate ARX systems

DOI10.1016/J.AUTOMATICA.2026.112848MaRDI QIDQ6848557zbMATH OpenFDO

Authors Masanori Oshima, Sanghong Kim, Yuri A. W. Shardt, Ken-Ichiro Sotowa

Publication date 5 March 2026

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.AUTOMATICA.2026.112848

zbMATH Keywords

closed-loop identificationfinite-sample datamultivariate ARX systemnonasymptotic confidence regionsign-perturbed sumssystem identification

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Cites work

• A general multirate approach for direct closed-loop identification to the Nyquist frequency and beyond
• A simple condition for the boundedness of sign-perturbed-sums (SPS) confidence regions
• Closed-loop identification condition for ARMAX models using routine operating data
• Closed-loop identification of MIMO systems: a new look at identifiability and experiment design
• Identifiability conditions for linear multivariable systems operating under feedback
• Matrix theory. Basic results and techniques
• Non-asymptotic state-space identification of closed-loop stochastic linear systems using instrumental variables
• Optimal Design of Experiments
• Sign-Perturbed Sums: A New System Identification Approach for Constructing Exact Non-Asymptotic Confidence Regions in Linear Regression Models
• Statistical learning theory for control: a finite-sample perspective

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