Resampling-based calculation of the information matrix for general identification problems

Proceedings of the American Control Conference

Volumn 5, Issue , 1998, Pages 3194-3198

  Spall, James C ^a  

^a JOHNS HOPKINS UNIVERSITY APPLIED PHYSICS LABORATORY   (United States)

Author keywords

Bootstrap; Confidence regions; Gradient and Hessian estimation; Information matrix; System identification

Indexed keywords

ASYMPTOTIC NORMALITY; BOOTSTRAP; CONFIDENCE REGION; ESTIMATION PROBLEM; IDENTIFICATION PROBLEM; INFORMATION MATRIX; RESAMPLING TECHNIQUE; STATISTICAL UNCERTAINTY;

COVARIANCE MATRIX; FISHER INFORMATION MATRIX; IDENTIFICATION (CONTROL SYSTEMS); UNCERTAINTY ANALYSIS;

ESTIMATION;

EID: 1642379546     PISSN: 07431619     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ACC.1998.688451     Document Type: Conference Paper

References (8)

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