Estimating Linear Time-Invariant Models of Nonlinear Time-Varying Systems

• The standard machinery for system identification of linear time-invariant (LTI) models delivers a nominal model and a confidence (uncertainty) region around it, based on (second order moment) residual analysis and covariance estimation. In most cases this gives an uncertainty region that tends to zero as more and more data become available, even if the true system is nonlinear and/or time-varying. In this paper, the reasons for this are displayed, and a characterization of the limit LTI model is gh,en under quite general conditions. Various ways are discussed, and tested, to obtain a more realistic limiting model, with uncertainty. These should reflect the distance to the true possibly nonlinear, time-varying system, and also form a reliable basis for robust LTI control design.

Ämnesord

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

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

Nyckelord

Gain estimation

Linear time-invariant systems

Model approximation

System indentification

TECHNOLOGY

TEKNIKVETENSKAP

Automatic control

Reglerteknik

Publikations- och innehållstyp

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