Finite-Sample System Identification: An Overview and a New Correlation Method

Finite-sample system identification algorithms can be used to build guaranteed confidence regions for unknown model parameters under mild statistical assumptions. It has been shown that in many circumstances these rigorously built regions are comparable in size and shape to those that could be built...

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Veröffentlicht in:	IEEE control systems letters 2018-01, Vol.2 (1), p.61-66
Hauptverfasser:	Care, Algo, Csaji, Balazs Cs, Campi, Marco C., Weyer, Erik
Format:	Artikel
Sprache:	eng
Schlagworte:	Buildings Correlation Electronic mail estimation Identification Mathematical model Noise measurement Probability distribution
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