Confidence intervals using bootstrapping

Compute of confidence intervals of a dynamical model obtained by System Identification Toolbox using bootstrapping resampling method

[Par0,error_abs,error_rel] = bootstrap_ci(data,Gd,conf,Nb)

Compute of confidence intervals of a model using bootstrapping resampling method

• data Experimental data
• Gd Nominal model obtained with System Identification Toolbox
• conf Confidence level
• Nb Number of resampling families
• Par0 Nominal parameters
• error_abs Confidence interval
• error_rel Relative error

See Example.