Title :
Comparison of methods for probabilistic uncertainty bounding
Author :
Tjärnström, Fredrik ; Forssell, Urban
Author_Institution :
Dept. of Electr. Eng., Linkoping Univ., Sweden
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;
Conference_Titel :
Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
Conference_Location :
Phoenix, AZ
Print_ISBN :
0-7803-5250-5
DOI :
10.1109/CDC.1999.832835
