Calculating confidence intervals in parameter estimation: A case study

被引：18

作者：

Kyriakides, E ^{[1
]}

Heydt, GT

机构：

[1] Univ Cyprus, Nicosia, Cyprus

[2] Arizona State Univ, Tempe, AZ 85287 USA

来源：

IEEE TRANSACTIONS ON POWER DELIVERY | 2006年 / 21卷 / 01期

关键词：

Bonferroni; confidence interval; F distribution; least squares; parameter estimation; state estimation; Student's t distribution; synchronous generators;

D O I：

10.1109/TPWRD.2005.848440

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

A method to construct simultaneous confidence intervals for least squares estimates is described. The calculation of one-at-a-time confidence intervals is very popular and straight-forward. However, one-at-a-time confidence intervals result in lower confidence levels than anticipated. Simultaneous confidence intervals are more difficult to construct, but are more theoretically sound. A power engineering state estimation application is shown; both types of confidence intervals are constructed using actual data.

引用

页码：508 / 509

页数：2