Bootstrap-based estimates of uncertainty in subspace identification methods

Authors:
Sergio Bittanti;Marco Lovera
Affiliations:
Dipartimento di Elettronica e Informazione, Politecnico di Milano, 32, Piazza Leonardo da Vinci, 20133 Milano, Italy;Dipartimento di Elettronica e Informazione, Politecnico di Milano, 32, Piazza Leonardo da Vinci, 20133 Milano, Italy
Venue:
Automatica (Journal of IFAC)
Year:
2000

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Abstract

The application of computational statistics provides simple algorithms for assessing model uncertainty in subspace identification.