Particle based confidence intervals

Fabien F. Campillo (1) , Gilles G. Canales (2) , Laurent Mevel (2)

1 MISTEA - Mathématiques, Informatique et STatistique pour l'Environnement et l'Agronomie
2 IRISA - Institut de Recherche en Informatique et Systèmes Aléatoires

This paper deals with the problem of real time identification of the linear characteristics of the linear system associated with a mechanical structure. More than the parameter itself, the algorithm presented here is interested in estimating the confidence intervals for the parameter of interest. The algorithm is based on the particular filtering theory, where statistical laws of hidden states are approximated by some evolving particle collection.

Mots clés: LINEAR SYSTEM; ALGORITHM; PARTICULAR FILTERING; CONFIDENCE INTERVAL; PROBABILITE

Domaines: Sciences agricoles

Fabien F. Campillo, Gilles G. Canales, Laurent Mevel. Particle based confidence intervals. 2. International Operational Modal Analysis Conference, Apr 2007, Copenhague, Denmark. 7 p. ⟨hal-00999810⟩