Non-asymptotic confidence regions for the parameters of EIV systems

DOI10.1016/j.automatica.2020.108873zbMath1436.93138OpenAlexW3006793233MaRDI QIDQ2307564

Masoud Moravej Khorasani, Erik Weyer

Publication date: 24 March 2020

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2020.108873

zbMATH Keywords

Kalman filtererrors-in-variablesuncertainty evaluationfinite sample system identificationnon-asymptotic confidence region

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12)

Related Items (1)

Facing undermodelling in sign-perturbed-sums system identification

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