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  • Hjalmarsson, Håkan, 1962-, et al. (author)
  • Estimating model variance in the case of undermodeling
  • 1992
  • In: IEEE Transactions on Automatic Control. - Linköping : Institute of Electrical and Electronics Engineers (IEEE). - 0018-9286 .- 1558-2523. ; 37:7, s. 1004-1008
  • Journal article (peer-reviewed)abstract
    • 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.
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Type of publication
journal article (1)
Type of content
peer-reviewed (1)
Author/Editor
Hjalmarsson, Håkan, ... (1)
Ljung, Lennart, 1946 ... (1)
University
Royal Institute of Technology (1)
Linköping University (1)
Language
English (1)
Research subject (UKÄ/SCB)
Engineering and Technology (1)
Year
1992 (1)

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