Closed-loop applicability of the Sign-Perturbed Sums method


Sign-Perturbed Sums (SPS) is a non-asymptotic system identification method that can construct confidence regions for general linear systems. It works under mild statistical assumptions, such as symmetric and independent noise terms. The SPS confidence region includes the prediction error estimate (PEM) and, for any finite sample and user-chosen confidence… (More)
DOI: 10.1109/CDC.2015.7402413


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