标题： 经典方法与贝叶斯方法在线性系统辨识中的对比：点估计器与置信集 显示英文标题

标题： Classical vs. Bayesian methods for linear system identification: point estimators and confidence sets

摘要： 本文比较了经典参数方法与最近开发的系统辨识贝叶斯方法。 考虑了全贝叶斯解以及基于经验贝叶斯范式的标准近似之一。报告了关于冲激响应点估计以及置信区域的结果。 显示英文摘要

摘要： This paper compares classical parametric methods with recently developed Bayesian methods for system identification. A Full Bayes solution is considered together with one of the standard approximations based on the Empirical Bayes paradigm. Results regarding point estimators for the impulse response as well as for confidence regions are reported.