Skip navigation
Skip navigation

Quantification of frequency domain error bounds with guaranteed confidence level in prediction error identification

Bombois, Xavier; Anderson, Brian; Gevers, Michel

Description

This paper considers prediction error identification of linearly parametrized models in the situation where the system is in the model set. For such situation it is easy to construct a confidence ellipsoid in parameter space in which the true parameter lies with an a priori fixed probability level, α. Surprisingly perhaps, the construction of a corresponding uncertainty set in the frequency domain, to which the true system belongs with probability α, is still an open problem. We show in this...[Show more]

CollectionsANU Research Publications
Date published: 2005
Type: Journal article
URI: http://hdl.handle.net/1885/84875
Source: Systems and Control Letters
DOI: 10.1016/j.sysconle.2004.09.011

Download

File Description SizeFormat Image
01_Bombois_Quantification_of_frequency_2005.pdf271.66 kBAdobe PDF    Request a copy


Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  12 November 2018/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator