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Sign-perturbed sums (SPS): A method for constructing exact finite-sample confidence regions for general linear systems.

Balázs Csanád CsájiMarco C. CampiErik Weyer
Published in: CDC (2012)
Keyphrases
  • mutual information
  • linear systems
  • objective function
  • dynamic programming
  • finite sample
  • special case
  • upper bound
  • theoretical analysis
  • optimization algorithm
  • cross validation
  • dynamical systems
  • bp neural network