Obtaining accurate confidence regions for the estimated zeros andpoles in system identification problems |
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| Authors: | Vuerinckx R. Pintelon R. Schoukens J. Rolain Y. |
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| Affiliation: | Dept. ELEC, Vrije Univ., Brussels; |
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| Abstract: | In this note, a method is proposed to generate improved uncertainty bounds on the poles and zeros of an identified system. The uncertainty ellipsoids are replaced by dedicated uncertainty regions with a given probability level. The method can be applied to Markov estimators in the time or frequency domain |
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