Graded Set-Membership Models

P.F. Weston and J.P. Norton

Mathematical and Computer Modelling of Dynamical Systems, 2002, vol. 8, issue 3, 291-305

Abstract: The values of the parameters or state variables of a set-membership model are classified only as feasible (consistent with the observations and with specified bounds on output error and unknown forcing) or not. Such classification is compatible with worst-case design or prediction, but uninformative about the average quality of fit to the observations. Also, it neglects any distributional information which may be available. The paper addresses the problem of grading the feasible set, according to how well each feasible value matches the data or whether it meets simple requirements on distribution. Computing load and approximation are considered.

Date: 2002
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1076/mcmd.8.3.291.14096 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:nmcmxx:v:8:y:2002:i:3:p:291-305

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/NMCM20

DOI: 10.1076/mcmd.8.3.291.14096

Access Statistics for this article

Mathematical and Computer Modelling of Dynamical Systems is currently edited by I. Troch

More articles in Mathematical and Computer Modelling of Dynamical Systems from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().