کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
695930 890318 2014 6 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Guaranteed characterization of exact non-asymptotic confidence regions as defined by LSCR and SPS
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی کنترل و سیستم های مهندسی
پیش نمایش صفحه اول مقاله
Guaranteed characterization of exact non-asymptotic confidence regions as defined by LSCR and SPS
چکیده انگلیسی

In parameter estimation, it is often desirable to supplement the estimates with an assessment of their quality. A new family of methods proposed by Campi et al. for this purpose is particularly attractive, as it makes it possible to obtain exact, non-asymptotic confidence regions under mild assumptions on the noise distribution. A bottleneck of this approach, however, is the numerical characterization of these confidence regions. So far, it has been carried out by gridding, which provides no guarantee as to its results and is only applicable to low dimensional spaces. This paper shows how interval analysis can contribute to removing this bottleneck.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Automatica - Volume 50, Issue 2, February 2014, Pages 507–512
نویسندگان
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