Approximation of Confidence Sets for Output Error Systems Using Interval Analysis Vrije Universiteit Brussel
Standard identification techniques usually result in a single point estimate of the system parameters. This is justified in cases when the number of observations is large compared to the number of system parameters. However in case of small sample count it is more reasonable to identify a set of possible parameters which contain the nominal parameters with a given probability. These confidence sets cannot be calculated directly. The paper ...