Non-Asymptotic Confidence Sets for the Parameters of Linear Transfer Functions

DOI10.1109/TAC.2010.2049416zbMath1368.93673MaRDI QIDQ4979023

Marco C. Campi, Erik Weyer

Publication date: 25 August 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Estimation and detection in stochastic control theory (93E10) Frequency-response methods in control theory (93C80)

Related Items (11)

Guaranteed characterization of exact non-asymptotic confidence regions as defined by LSCR and SPS ⋮ 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 ⋮ Identification of symmetric noncausal processes ⋮ Covariance analysis in SISO linear systems identification ⋮ The nonasymptotic confidence set for parameters of a linear control object under an arbitrary external disturbance ⋮ Non-asymptotic confidence regions for the parameters of EIV systems ⋮ Maximum likelihood estimation for non-minimum-phase noise transfer function with Gaussian mixture noise distribution ⋮ Non-asymptotic confidence regions for model parameters in the presence of unmodelled dynamics ⋮ Perturbed datasets methods for hypothesis testing and structure of corresponding confidence sets

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