Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Effect of model structure and signal-to-noise ratio on finite-time uncertainty bounding in prediction error identification
KTH, School of Electrical Engineering (EES), Automatic Control.
2009 (English)In: Proceedings of the 48th IEEE Conference on Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009, IEEE , 2009, 494-499 p.Conference paper, Published paper (Refereed)
Abstract [en]

In prediction error identification, confidence regions are most commonly derived from the asymptotic statistical properties of the parameter estimator. Therefore, these confidence regions are only asymptotically valid and, for finite samples, their actual coverage rate can be smaller than the desired coverage rate. In this paper, we analyze the influence of the SNR and of the type of model structure on the difference between the actual and desired coverage rates. In addition, we propose alternatives to the classical approach to constructing probabilistic confidence regions for Box-Jenkins systems.

Place, publisher, year, edition, pages
IEEE , 2009. 494-499 p.
Series
Proceedings of the IEEE Conference on Decision and Control, ISSN 0191-2216
Keyword [en]
Box-Jenkins, Classical approach, Confidence region, Coverage rate, Finite samples, Parameter estimators, Prediction error identifications, Statistical properties, Time uncertainty, Asymptotic analysis, Sampling, Signal to noise ratio, Identification (control systems)
National Category
Other Electrical Engineering, Electronic Engineering, Information Engineering
Identifiers
URN: urn:nbn:se:kth:diva-152398DOI: 10.1109/CDC.2009.5400852ISI: 000336893600084Scopus ID: 2-s2.0-77950793242ISBN: 978-142443871-6 (print)OAI: oai:DiVA.org:kth-152398DiVA: diva2:751004
Conference
48th IEEE Conference on Decision and Control held jointly with 2009 28th Chinese Control Conference, CDC/CCC 2009, 15 December 2009 through 18 December 2009, Shanghai, China
Note

QC 20140930

Available from: 2014-09-30 Created: 2014-09-26 Last updated: 2014-09-30Bibliographically approved

Open Access in DiVA

No full text

Other links

Publisher's full textScopus

Search in DiVA

By author/editor
Barenthin, Märta
By organisation
Automatic Control
Other Electrical Engineering, Electronic Engineering, Information Engineering

Search outside of DiVA

GoogleGoogle Scholar

doi
isbn
urn-nbn

Altmetric score

doi
isbn
urn-nbn
Total: 16 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf