Particle based confidence intervals

Fabien Campillo 1 Gilles Canales 2 Laurent Mevel 2
1 MERE - Water Resource Modeling
CRISAM - Inria Sophia Antipolis - Méditerranée , INRA - Institut National de la Recherche Agronomique : UMR0729
2 SISTHEM - Statistical Inference for STructural HEalth Monitoring
IRISA - Institut de Recherche en Informatique et Systèmes Aléatoires, Inria Rennes – Bretagne Atlantique
Abstract : This paper deals with the problem of real time identification of the linear characteristics of the lin- ear 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 ap- proximated by some evolving particle collection.
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Fabien Campillo, Gilles Canales, Laurent Mevel. Particle based confidence intervals. International Operational Modal Analysis Conference (IOMAC), Apr 2007, Copenhagen, Denmark. ⟨hal-00652100⟩

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