On resampling and uncertainty estimation in Linear System Identification.
Simone GarattiRobert R. BitmeadPublished in: Autom. (2010)
Keyphrases
- importance sampling
- estimation accuracy
- input output
- incomplete information
- uncertain data
- robust estimation
- closed form
- recurrent neural networks
- angular velocity
- linear systems
- closed form solutions
- piecewise linear
- linear model
- monte carlo simulation
- data sets
- conditional probabilities
- parameter estimation
- linear programming
- lower bound
- objective function
- reinforcement learning
- learning algorithm