How to estimate model uncertainty in the case of under-modelling

• A method for estimating the parameter avoidance for the least-squares method by exploiting the ergodicity properties exhibited by the weighted least-squares estimate is presented. The method is illustrated by an example of a second-order system corrupted by strongly correlated high-frequency measurement noise.

Ämnesord

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

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

Nyckelord

Mathematical Techniques--Least Squares Approximations

Noise

Spurious Signal

Ergodicity

Model Uncertainty

Control Systems

SRA - ICT

SRA - Informations- och kommunikationsteknik

Publikations- och innehållstyp

ref (ämneskategori)

kon (ämneskategori)