Asymptotic properties of SPS confidence regions
نویسندگان
چکیده
منابع مشابه
Guaranteed characterization of exact non-asymptotic confidence regions as defined by LSCR and SPS
In parameter estimation, it is often desirable to supplement the estimates with an assessment of their quality. A new family of methods proposed by Campi et al. for this purpose is particularly attractive, as it makes it possible to obtain exact, nonasymptotic confidence regions under relatively mild assumptions on the noise distribution. A bottleneck of this approach, however, is the numerical...
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ژورنال
عنوان ژورنال: Automatica
سال: 2017
ISSN: 0005-1098
DOI: 10.1016/j.automatica.2017.04.041