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Robust Identification and Prediction for Nonlinear State-Space Models with Bounded Output Error

K. J. Keesman
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K. J. Keesman: University of Wageningen, Department of Agricultural Engineering and Physics

Chapter 21 in Bounding Approaches to System Identification, 1996, pp 333-343 from Springer

Abstract: Abstract An important application of mathematical models is prediction of the future system behavior. Due to incomplete system knowledge as well as errors in the observations obtained from the “real” system, these models will always contain some uncertainty. Hence, for the credibility of model predictions, it is desirable to quantify the prediction uncertainty. From this point of view, a single future trajectory suggest an unrealistic reliability.

Keywords: Modeling Uncertainty; Output Prediction; Prediction Uncertainty; System Parameter Estimation; Future System Behavior (search for similar items in EconPapers)
Date: 1996
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DOI: 10.1007/978-1-4757-9545-5_21

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