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Confidence regions and experiment design for non-parametric estimation

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Confidence regions and experiment design for non-parametric estimation. / Heath, W.P.
2002. 3930-3935 Paper presented at Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228), Orlando, United States.

Research output: Contribution to conference › Paper › peer-review

HarvardHarvard

Heath, WP 2002, 'Confidence regions and experiment design for non-parametric estimation', Paper presented at Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228), Orlando, United States, 4/12/01 - 7/12/01 pp. 3930-3935. https://doi.org/10.1109/CDC.2001.980490

APA

Heath, W. P. (2002). Confidence regions and experiment design for non-parametric estimation. 3930-3935. Paper presented at Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228), Orlando, United States. https://doi.org/10.1109/CDC.2001.980490

CBE

Heath WP. 2002. Confidence regions and experiment design for non-parametric estimation. Paper presented at Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228), Orlando, United States. https://doi.org/10.1109/CDC.2001.980490

MLA

Heath, W.P. Confidence regions and experiment design for non-parametric estimation. Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228), 04 Dec 2001, Orlando, United States, Paper, 2002. 6 p. https://doi.org/10.1109/CDC.2001.980490

VancouverVancouver

Heath WP. Confidence regions and experiment design for non-parametric estimation. 2002. Paper presented at Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228), Orlando, United States. doi: 10.1109/CDC.2001.980490

Author

Heath, W.P. / Confidence regions and experiment design for non-parametric estimation. Paper presented at Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228), Orlando, United States.6 p.

RIS

TY - CONF

T1 - Confidence regions and experiment design for non-parametric estimation

AU - Heath, W.P.

PY - 2002/8/6

Y1 - 2002/8/6

N2 - 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.

AB - 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.

U2 - 10.1109/CDC.2001.980490

DO - 10.1109/CDC.2001.980490

M3 - Papur

SP - 3930

EP - 3935

T2 - Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228)

Y2 - 4 December 2001 through 7 December 2001

ER -