Finite-sample system identification: An overview and a new correlation method
Finite-sample system identification algorithms can be used to build guaranteed confidence
regions for unknown model parameters under mild statistical assumptions. It has been …
regions for unknown model parameters under mild statistical assumptions. It has been …
Sign-perturbed sums: A new system identification approach for constructing exact non-asymptotic confidence regions in linear regression models
We propose a new system identification method, called Sign-Perturbed Sums (SPS), for
constructing non-asymptotic confidence regions under mild statistical assumptions. SPS is …
constructing non-asymptotic confidence regions under mild statistical assumptions. SPS is …
Set-theoretic approaches in analysis, estimation and control of nonlinear systems
This paper gives an overview of recent developments in set-theoretic methods for nonlinear
systems, with a particular focus on the activities in our own research group. Central to these …
systems, with a particular focus on the activities in our own research group. Central to these …
Asymptotic properties of SPS confidence regions
Abstract Sign-Perturbed Sums (SPS) is a system identification method that constructs non-
asymptotic confidence regions for the parameters of linear regression models under mild …
asymptotic confidence regions for the parameters of linear regression models under mild …
Facing undermodelling in Sign-Perturbed-Sums system identification
Abstract Sign-Perturbed Sums (SPS) is a finite sample system identification method that
constructs exact, non-asymptotic confidence regions for the unknown parameters of linear …
constructs exact, non-asymptotic confidence regions for the unknown parameters of linear …
Lie symmetries applied to interval integration
In this paper, we propose a new approach for improving significantly existing guaranteed
integration methods for state equations with uncertain initial conditions. We first find a tube …
integration methods for state equations with uncertain initial conditions. We first find a tube …
Finite-sample guarantees for state-space system identification under full state measurements
Complementing data-driven models of dynamic systems with certificates of reliability and
safety is of critical importance in many applications, such as in the design of robust control …
safety is of critical importance in many applications, such as in the design of robust control …
Perturbed datasets methods for hypothesis testing and structure of corresponding confidence sets
S Kolumbán, I Vajk, J Schoukens - Automatica, 2015 - Elsevier
Hypothesis testing methods that do not rely on exact distribution assumptions have been
emerging lately. The method of sign-perturbed sums (SPS) is capable of characterizing …
emerging lately. The method of sign-perturbed sums (SPS) is capable of characterizing …
Introduction to the algebra of separators with application to path planning
L Jaulin, B Desrochers - Engineering Applications of Artificial Intelligence, 2014 - Elsevier
Contractor algebra is a numerical tool based on interval analysis which makes it possible to
solve many nonlinear problems arising in robotics, such as identification, path planning or …
solve many nonlinear problems arising in robotics, such as identification, path planning or …
Guaranteed parameter estimation of non-linear dynamic systems using high-order bounding techniques with domain and CPU-time reduction strategies
R Paulen, ME Villanueva… - IMA Journal of …, 2016 - academic.oup.com
This paper is concerned with guaranteed parameter estimation of non-linear dynamic
systems in a context of bounded measurement error. The problem consists of finding—or …
systems in a context of bounded measurement error. The problem consists of finding—or …