DocumentCode
1846899
Title
Comparison of methods for probabilistic uncertainty bounding
Author
Tjärnström, Fredrik ; Forssell, Urban
Author_Institution
Dept. of Electr. Eng., Linkoping Univ., Sweden
Volume
1
fYear
1999
fDate
1999
Firstpage
522
Abstract
The problem of computing probabilistic uncertainty regions for the frequency responses of identified models is studied. A novel method for uncertainty bounding that uses bootstrap is presented and compared to a classical method using estimated covariance information. It is shown that, with bootstrap, it is possible to compute realistic uncertainty regions that closely resemble those obtainable through Monte Carlo simulations
Keywords
frequency response; uncertainty handling; Monte Carlo simulations; bootstrap; covariance information; frequency responses; identified models; probabilistic uncertainty bounding; probabilistic uncertainty regions; Automatic control; Frequency domain analysis; Mathematical model; Predictive models; Reliability theory; Robust control; Stochastic resonance; System identification; Uncertainty; Upper bound;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
Conference_Location
Phoenix, AZ
ISSN
0191-2216
Print_ISBN
0-7803-5250-5
Type
conf
DOI
10.1109/CDC.1999.832835
Filename
832835
Link To Document