Non-asymptotic confidence regions for model parameters in the presence of unmodelled dynamics

DOI10.1016/j.automatica.2009.05.028zbMath1179.93166OpenAlexW2133306117MaRDI QIDQ1049072

Sangho Ko, Erik Weyer, Marco C. Campi

Publication date: 8 January 2010

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2009.05.028

zbMATH Keywords

system identificationconfidence regionsorthonormal basis functionsundermodellingfinite sample results

Mathematics Subject Classification ID

System identification (93B30) Identification in stochastic control theory (93E12)

Related Items

Asymptotic properties of SPS confidence regions ⋮ Non-asymptotic state-space identification of closed-loop stochastic linear systems using instrumental variables ⋮ Non-asymptotic model quality assessment of transfer functions at multiple frequency points ⋮ Facing undermodelling in sign-perturbed-sums system identification

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