Online Algorithms for the Construction of Guaranteed Confidence Sets for the Parameters of Time-varying Systems-Reference-Cited by-同舟云学术

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Online Algorithms for the Construction of Guaranteed Confidence Sets for the Parameters of Time-varying Systems

Published:2009 Issue:10 Volume:42 Page:426-431
ISSN:1474-6670
Container-title:IFAC Proceedings Volumes
language:en
Short-container-title:IFAC Proceedings Volumes

Author:

Layton Kelvin J.,Weyer Erik,Campi Marco C.

Publisher

Elsevier BV

Subject

General Medicine

Reference6 articles.

1. Guaranteed non-asymptotic confidence regions in system identification;Campi;Automatica,2005

2. M.C. Campi and E. Weyer. Non-asymptotic confidence sets for input-output transfer functions. Proceedings of the 45th IEEE Conference on Decision and Control, pages 157-162, December 2006a.

3. M.C. Campi and E. Weyer. Identification with finitely many data points: The LSCR approach. Proceedings of the 14th IFAC Symposium on System Identification, pages 46-64, March 2006b.

4. System Identification - Theory for the User;Ljung,1999

5. Theory and Practice of Recursive Identification;Ljung,1983

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