Determination of parameter estimation errors due to noise and undermodelling

Abstract

A simple method for determination of the estimation error of physical parameters due to noise and undermodelling is developed. Two or more data sets with same input is required. Examples indicate that the method gives good results for linear and nonlinear models.

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Cite this paper

@inproceedings{Knudsen1996DeterminationOP, title={Determination of parameter estimation errors due to noise and undermodelling}, author={Morten H. Knudsen}, year={1996} }