Lecture 7
Tid: Torsdag 21 november 2013 kl 10:15 - 12:00
Plats: L44
Info:
Model Quality Evaluation
- Bias / variance trade-off
- Stein's paradox and biased estimators
- Confidence intervals / regions
- Variance error quantification
- Geometric approach to variance analysis
Reading Material
- Ljung: Chapter 9
- A Geometric Approach to Variance Analysis in System Identification, H. Hjalmarsson and J. Mårtensson, IEEE Transactions on Automatic Control, 56(5), pp. 983-997, 2011.
Lecture Slides
Lecturer
Cristian Rojas