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Non-asymptotic confidence ellipsoids for the least-squares estimate - MaRDI portal

Non-asymptotic confidence ellipsoids for the least-squares estimate (Q1614424)

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scientific article; zbMATH DE number 1797135
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English
Non-asymptotic confidence ellipsoids for the least-squares estimate
scientific article; zbMATH DE number 1797135

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    Non-asymptotic confidence ellipsoids for the least-squares estimate (English)
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    5 September 2002
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    system identification
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    least squares
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    confidence ellipsoids
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    finite sample properties
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    non-asymptotic confidence ellipsoids
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