Likelihood based uncertainty bounding in prediction error identification using ARX models: A simulation study

2007 European Control Conference, ECC 2007

Volumn , Issue , 2007, Pages 2879-2886

  Den Dekker, Arnold J ^a   Bombois, Xavier ^a   Van Den Hof, Paul M J ^a  

^a DELFT UNIVERSITY OF TECHNOLOGY   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

ERRORS; SAMPLING; STATISTICS;

ARX MODEL; AUTO REGRESSION; CONFIDENCE REGION; EXOGENOUS INPUT; FINITE SAMPLE PROPERTIES; PREDICTION ERROR IDENTIFICATIONS; SIMULATION STUDIES;

FORECASTING;

EID: 84927720599     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.23919/ecc.2007.7068516     Document Type: Conference Paper

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3. S. G. Douma and P. M. J. Van den Hof, "Probabilistic Model Uncertainty Bounding: An Approach with Finite-Time Perspectives," Preprints 14th IFAC Symposium on System Identification, March 27-29, 2006, Newcastle, Australia, pp. 1021-1026.
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