Simulation based methods used to estimate uncertainties in models have recently gained much interest. We study the bootstrap and how this method could be used in system identification related problems. The main contribution is a proposed algorithm to estimate the probability density function in case of undermodeling. We illustrate the performance of the bootstrap resampling method by simulation examples, which are in good agreement with Monte Carlo simulations
Research Laboratory of Electronics (RLE) at the Massachusetts Institute of Technology (MIT)
Publication date
15/01/1952
Field of study
Contains reports on nine research projects.Department of the Navy, Office of Naval Research, under Contract No. N5 ori-07868NR 113-004/9-6-51, Biological Sciences Divisio