The Least-Squares Identification of FIR Systems Subject to Worst-Case Noise

Tyck till om SwePub Sök här!

Akçay, HüseyinLinköpings universitet,Reglerteknik,Tekniska högskolan (författare)

The least-squares identification of FIR systems is analyzed assuming that the noise is a bounded signal and the input signal is a pseudo-random binary sequence. A lower bound on the worst-case transfer function error shows that the lest-square estimate of the transfer function diverges as the order of the FIR system is increased. This implies that, in the presence of the worst-case noise, the trade-off between the estimation error due to the disturbance and the bias error (due to unmodeled dynamics) is significantly different from the corresponding trade-off in the random error case: with a worst-case formulation, the model complexity should not increase indefinitely as the size of the data set increases.

TEKNIK OCH TEKNOLOGIER Elektroteknik och elektronik Reglerteknik hsv//swe
ENGINEERING AND TECHNOLOGY Electrical Engineering, Electronic Engineering, Information Engineering Control Engineering hsv//eng
Worst-case identification
FIR systems
Leat-squares algorithm
Cybernetik Informationsteori
Maskinelement Servomekanismer Automation
Automatic control
Reglerteknik

Hjalmarsson, HåkanLinköpings universitet,Reglerteknik,Tekniska högskolan (författare)
Linköpings universitetReglerteknik (creator_code:org_t)

Om ämnet

TEKNIK OCH TEKNOLOGIER: TEKNIK OCH TEKNO ...; och Elektroteknik oc ...; och Reglerteknik

Kungliga biblioteket hanterar dina personuppgifter i enlighet med EU:s dataskyddsförordning (2018), GDPR. Läs mer om hur det funkar här.
Så här hanterar KB dina uppgifter vid användning av denna tjänst.