IEEE - Institute of Electrical and Electronics Engineers, Inc. - Non-Asymptotic Confidence Sets for the Parameters of Linear Transfer Functions

Author(s): M C Campi ; E Weyer
Sponsor(s): IEEE Control Systems Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 December 2010
Volume: 55
Page Count: 13
Page(s): 2,708 - 2,720
ISSN (Paper): 0018-9286
ISSN (Online): 1558-2523
DOI: 10.1109/TAC.2010.2049416
Regular:

We consider the problem of constructing confidence sets for the parameters of input-output transfer functions based on observed data. The assumptions on the noise affecting the system are reduced... View More

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