liu.seSearch for publications in DiVA
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Estimating the Variance in Case of Undermodeling Using Bootstrap
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1999 (English)In: Proceedings of the 38th IEEE Conference on Decision and Control, 1999, 2394-2399 vol.3 p.Conference paper, Published paper (Refereed)
Abstract [en]

Simulation based methods have gained interest in the signal processing community. In this article we propose an algorithm to estimate the probability density function of some statistic associated with an identified model in the case of undermodeling. With this algorithm, we are thus able to estimate the variance error of any statistic associated with the model. We also give a simulation example, which shows that the estimates are in very good agreement with Monte Carlo simulations.

Place, publisher, year, edition, pages
1999. 2394-2399 vol.3 p.
Keyword [en]
Bootstrap, Identification, Model uncertainty, Undermodeling
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-94080DOI: 10.1109/CDC.1999.831283ISBN: 0-7803-5250-5 (print)OAI: oai:DiVA.org:liu-94080DiVA: diva2:629108
Conference
38th IEEE Conference on Decision and Control, Phoenix, AZ, USA, December, 1999
Available from: 2013-06-16 Created: 2013-06-16 Last updated: 2013-06-16

Open Access in DiVA

No full text

Other links

Publisher's full text

Authority records BETA

Ljung, Lennart

Search in DiVA

By author/editor
Ljung, Lennart
By organisation
Automatic ControlThe Institute of Technology
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar

doi
isbn
urn-nbn

Altmetric score

doi
isbn
urn-nbn
Total: 35 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf