Estimating model variance in the case of undermodeling

• A reliable quality estimate of a given model is a prerequisite for any reasonable use of the model. The model error consists of two different contributions: the bias error and the random error. In this contribution, it is shown that the size (variance) of the random error can be reliably estimated in the case where a true system description cannot be achieved in the model structure used. This consistent error estimate can differ considerably from the conventionally used variance estimate, which could thus be misleading.

Ämnesord

TEKNIK OCH TEKNOLOGIER  -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)

ENGINEERING AND TECHNOLOGY  -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)

Nyckelord

Control Systems--Estimation

Bias Error

Consistent Error Estimate

Model Variance Estimation

Random Error

Undermodelling

Control Systems

SRA - ICT

SRA - Informations- och kommunikationsteknik

Automatic control

Publikations- och innehållstyp

ref (ämneskategori)

art (ämneskategori)