Robustness under noisy data
M = 500, N = 500, NOISE_STD = 0.1
True OE parameters
| parameter |
value |
| $b_1$ |
1.00000000 |
| $f_1$ |
-1.10000000 |
| $f_2$ |
0.26250000 |
OE-structure estimates (SM and OE)
| method |
parameter |
mean |
std |
| SM |
$b_1$ |
1.00035237 |
0.00436880 |
| SM |
$f_1$ |
-1.09972652 |
0.00382553 |
| SM |
$f_2$ |
0.26226868 |
0.00330754 |
| OE |
$b_1$ |
1.00028169 |
0.00437836 |
| OE |
$f_1$ |
-1.09978869 |
0.00383730 |
| OE |
$f_2$ |
0.26232151 |
0.00331758 |
ARX baseline parameters (not directly comparable to OE parameters)
| parameter |
mean |
std |
| $\theta_{1}$ |
-0.96402559 |
0.01213341 |
| $\theta_{2}$ |
0.14247447 |
0.01069840 |
| $\theta_{3}$ |
1.15416775 |
0.01383448 |