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Träfflista för sökning "(LAR1:liu) srt2:(1990-1994) pers:(Isaksson Alf) srt2:(1990)"

Search: (LAR1:liu) srt2:(1990-1994) pers:(Isaksson Alf) > (1990)

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1.
  • Isaksson, Alf (author)
  • Frequency Domain Accuracy of Identified 2-D Causal Models
  • 1990
  • Reports (other academic/artistic)abstract
    • A study is made of parametric estimation of 2-D transfer functions using the least-squares method which is the dominant method for causal systems. The analysis concentrates on the frequency-domain accuracy of the estimated models. There exist results for the accuracy of the parameter estimates. The parameters are asymptotically Gaussian distributed. The variance of the polynomial in the frequency domain can be expressed using these results for the parameters. This, however, gives no insight into the dependence on the true transfer function. An illuminating result is obtained if the model order tends to infinity. The limiting results show good correspondence with Monte-Carlo simulations for small data sets obtained with low model orders.
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2.
  • Isaksson, Alf (author)
  • System Identification Subject to Missing Data
  • 1990
  • Reports (other academic/artistic)abstract
    • In this paper we study parameter estimation when the measurement information may be incomplete. As a basic system representation we use an ARX-model. The presentation covers both missing output and input. First reconstruction of the missing values is discussed. The reconstruction is based on a state-space formulation of the system, and is performed using the Kalman filtering or fixed-interval smoothing formulas. Several approaches to the identification problem are then presented, including a new method based on the so called EM algorithm. The different approaches are tested and compared using Monte-Carlo simulations. The choice of method is always a trade off between estimation accuracy and computational complexity. According to the simulations the gain in accuracy using the EM method can be considerable if much data are missing.
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  • Result 1-2 of 2
Type of publication
reports (2)
Type of content
other academic/artistic (2)
Author/Editor
Isaksson, Alf (2)
University
Linköping University (2)
Language
English (2)
Research subject (UKÄ/SCB)
Engineering and Technology (2)
Year
1990 (2)Undo refine

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