A new approach for estimating the robustness of parameter estimates to measurement noise
We consider the nonlinear, grey-box system identification problem. We establish an approximation of the covariance of a parameter estimate in this context, with several attractive theoretical properties. Our approximation is analogous to the inverse Fisher Information matrix, which approximates the...
| Main Authors: | , , |
|---|---|
| Format: | Conference item |
| Published: |
Institute of Electrical and Electronics Engineers
2016
|