Uncertainty in system identification: learning from the theory of risk**This work was supported by the Swedish Research Council under contracts 621-2011-5890 and 621-2009-4017, and by the European Research Council under the advanced grant LEARN, contract 267381.-Reference-Cited by-同舟云学术

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Uncertainty in system identification: learning from the theory of risk**This work was supported by the Swedish Research Council under contracts 621-2011-5890 and 621-2009-4017, and by the European Research Council under the advanced grant LEARN, contract 267381.

Published:2015 Issue:28 Volume:48 Page:1053-1058
ISSN:2405-8963
Container-title:IFAC-PapersOnLine
language:en
Short-container-title:IFAC-PapersOnLine

Author:

Valenzuela Patricio E,Rojas Cristian R,Hjalmarsson Håkan

Publisher

Elsevier BV

Subject

Control and Systems Engineering

Reference44 articles.

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2. Coherent measures of risk.;Artzner;Mathematical finance,1999

3. Statistical decision theory and Bayesian analysis.;Berger,2013

4. Robust and datadriven optimization: Modern decision-making under uncertainty.;Bertsimas;INFORMS Tutorials in Operations Research,2006

5. Global portfolio optimization.;Black;Financial analysts journal,1992

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2. Application-Oriented Input Design in System Identification: Optimal Input Design for Control [Applications of Control];IEEE Control Systems;2017-04

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