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Estimating model va...
Estimating model variance in the case of undermodeling
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- Hjalmarsson, Håkan, 1962- (författare)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
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- Ljung, Lennart, 1946- (författare)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
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(creator_code:org_t)
- Linköping : Institute of Electrical and Electronics Engineers (IEEE), 1992
- 1992
- Engelska.
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Serie: LiTH-ISY-I ; 1418
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Ingår i: IEEE Transactions on Automatic Control. - Linköping : Institute of Electrical and Electronics Engineers (IEEE). - 0018-9286 .- 1558-2523. ; 37:7, s. 1004-1008
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Abstract
Ämnesord
Stäng
- 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.
Ämnesord
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
Nyckelord
- Control Systems--Estimation
- Bias Error
- Consistent Error Estimate
- Model Variance Estimation
- Random Error
- Undermodelling
- Control Systems
- SRA - ICT
- SRA - Informations- och kommunikationsteknik
- Automatic control
Publikations- och innehållstyp
- ref (ämneskategori)
- art (ämneskategori)
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