Non-asymptotic Confidence Regions for the Transfer Functions of Errors-in-Variables Systems
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DOI: 10.1109/tac.2021.3080504
Abstract: Finite-sample system identification (FSID) methods provide guaranteed confidence regions for the unknown model parameter of dynamical systems under mild statistical assumptions for a finite number of data points. In this article, two FSID methods, the… read more here.
Keywords: non asymptotic; confidence; errors variables; eiv systems ... See more keywords