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The Least-Squares I...
The Least-Squares Identification of FIR Systems Subject to Worst-Case Noise
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- Akçay, Hüseyin (författare)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
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- Hjalmarsson, Håkan (författare)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
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(creator_code:org_t)
- Linköping : Linköping University, 1993
- Engelska 13 s.
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Serie: LiTH-ISY-R, 1400-3902 ; 1479
- Relaterad länk:
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https://urn.kb.se/re...
Abstract
Ämnesord
Stäng
- 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.
Ämnesord
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
Nyckelord
- Worst-case identification
- FIR systems
- Leat-squares algorithm
- Cybernetik Informationsteori
- Maskinelement Servomekanismer Automation
- Automatic control
- Reglerteknik
Publikations- och innehållstyp
- vet (ämneskategori)
- rap (ämneskategori)