Guaranteed characterization of exact non-asymptotic confidence regions in nonlinear parameter estimation
نویسندگان
چکیده
منابع مشابه
Guaranteed Characterization of Exact Non-Asymptotic Confidence Regions in Nonlinear Parameter Estimation
Recently, a new family of methods has been proposed for characterizing accuracy in nonlinear parameter estimation by Campi et al.. These methods make it possible to obtain exact, nonasymptotic confidence regions for the parameter estimates under relatively mild assumptions on the noise distribution, namely that the noise samples are independently and symmetrically distributed. The numerical cha...
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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: IFAC Proceedings Volumes
سال: 2013
ISSN: 1474-6670
DOI: 10.3182/20130904-3-fr-2041.00019