| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 718206 | IFAC Proceedings Volumes | 2009 | 6 Pages |
Abstract
The “Leave-out Sign-dominant Correlation Regions” (LSCR) algorithm is extended to deliver a guaranteed confidence set for the parameters of a time-varying system at any given time. The algorithm is derived by assuming that an upper bound on the parameter variation is available, and the delivered confidence set is valid without any prior knowledge of the noise. Simulation examples are provided to illustrate the performance of the algorithm.
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
