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20152026
most citedSign-Perturbed Sums: A New System Identification Approach for Constructing Exact Non-Asymptotic Confidence Regions in Linear Regression Models

68 citations · 98 across the 14 of their papers we have counts for

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eess.SY2024

Signed-Perturbed Sums Estimation of ARX Systems: Exact Coverage and Strong Consistency (Extended Version)

Algo Carè, Erik Weyer, Balázs Cs. Csáji +1

Sign-Perturbed Sums (SPS) is a system identification method that constructs confidence regions for the unknown system parameters. In this paper, we study SPS for ARX systems, and e…