Результаты исследований: Публикации в книгах, отчётах, сборниках, трудах конференций › статья в сборнике материалов конференции › научная › Рецензирование
Randomized Controls for Linear Plants and Confidence Regions for Parameters under External Arbitrary Noise. / Amelin, K.; Granichin, O.
2012 AMERICAN CONTROL CONFERENCE (ACC). Institute of Electrical and Electronics Engineers Inc., 2012. стр. 851-856 (Proceedings of the American Control Conference).Результаты исследований: Публикации в книгах, отчётах, сборниках, трудах конференций › статья в сборнике материалов конференции › научная › Рецензирование
}
TY - GEN
T1 - Randomized Controls for Linear Plants and Confidence Regions for Parameters under External Arbitrary Noise
AU - Amelin, K.
AU - Granichin, O.
PY - 2012
Y1 - 2012
N2 - This paper considers the possibilities of randomized controls for designing confidence regions for unknown parameters. The assumptions about external noise that affect a linear plant are reduced to a minimum: external noise can virtually be arbitrary, but, independently of it, the user must be able to add test perturbations through the input channel. Based on a finite set of observations, we suggest a new procedure which can be used in adaptive control schemes. It has been developed in the general framework of "counting of leave-out sign-dominant correlation regions" (LSCR), which is mostly being promoted by M. Campi et al. for identification problems. The procedure returns confidence regions which are guaranteed to contain true parameters with a user-chosen probability. The theoretical results are illustrated by an example of a nonminimum-phase second-order plant.
AB - This paper considers the possibilities of randomized controls for designing confidence regions for unknown parameters. The assumptions about external noise that affect a linear plant are reduced to a minimum: external noise can virtually be arbitrary, but, independently of it, the user must be able to add test perturbations through the input channel. Based on a finite set of observations, we suggest a new procedure which can be used in adaptive control schemes. It has been developed in the general framework of "counting of leave-out sign-dominant correlation regions" (LSCR), which is mostly being promoted by M. Campi et al. for identification problems. The procedure returns confidence regions which are guaranteed to contain true parameters with a user-chosen probability. The theoretical results are illustrated by an example of a nonminimum-phase second-order plant.
M3 - статья в сборнике материалов конференции
SN - 978-1-4577-1095-7
T3 - Proceedings of the American Control Conference
SP - 851
EP - 856
BT - 2012 AMERICAN CONTROL CONFERENCE (ACC)
PB - Institute of Electrical and Electronics Engineers Inc.
Y2 - 27 June 2012 through 29 June 2012
ER -
ID: 74016063