The size of the membership-set in a probabilistic framework
AUTOMATICA, cilt.40, sa.2, ss.253-260, 2004 (SCI-Expanded, Scopus)
- Yayın Türü: Makale / Tam Makale
- Cilt numarası: 40 Sayı: 2
- Basım Tarihi: 2004
- Doi Numarası: 10.1016/j.automatica.2003.10.002
- Dergi Adı: AUTOMATICA
- Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
- Sayfa Sayıları: ss.253-260
- Anahtar Kelimeler: parameter estimation, bounded noise, membership-set, diameter, error analysis, confidence interval, LEAST-SQUARES, SYSTEM-IDENTIFICATION
- Anadolu Üniversitesi Adresli: Hayır
Özet
In this paper, we study the size of the membership-set for system identification in a probabilistic framework. Assuming that the regressors are persistently exciting and the measurement noise is a sequence of independent, identically distributed bounded random variables, lower and upper non-asymptotic probability bounds on the membership-set diameter are obtained. These bounds are used in the computation of the confidence intervals for interpolatory estimators. (C) 2003 Elsevier Ltd. All rights reserved.