Confidence regions and experiment design for non-parametric estimation
Research output: Contribution to conference › Paper › peer-review
Electronic versions
DOI
When estimating the response of a linear system at a specific frequency under ideal conditions, the presence in the excitation signal of other frequencies has no effect on the bias and variance of the estimate. Nevertheless, such additional excitation may have a detrimental effect on the ability to choose confidence regions. This is discussed for the case of finite data experiments with both white and coloured noise. The choice of confidence regions for plants in closed-loop is also considered. In particular, the legitimate use of a-priori and a-posteriori information is discussed.
| Original language | Unknown |
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| Pages | 3930-3935 |
| Number of pages | 6 |
| DOIs | |
| Publication status | Published - 6 Aug 2002 |
| Externally published | Yes |
| Event | Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) - Orlando, United States Duration: 4 Dec 2001 → 7 Dec 2001 |
Conference
| Conference | Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228) |
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| Country/Territory | United States |
| City | Orlando |
| Period | 4/12/01 → 7/12/01 |