Sökning: onr:"swepub:oai:DiVA.org:kth-7540" >
A Geometric Approac...
A Geometric Approach to Variance Analysis in System Identification : Theory and Nonlinear Systems
-
- Hjalmarsson, Håkan, 1962- (författare)
- KTH,Reglerteknik,ACCESS Linnaeus Centre,System Identification Group
-
- Mårtensson, Jonas (författare)
- KTH,Reglerteknik,ACCESS Linnaeus Centre,System Identification Group
-
(creator_code:org_t)
- 2007
- 2007
- Engelska.
-
Ingår i: PROCEEDINGS OF THE 46TH IEEE CONFERENCE ON DECISION AND CONTRO. - 9781424414970 ; , s. 5092-5097
- Relaterad länk:
-
http://ieeexplore.ie...
-
visa fler...
-
https://urn.kb.se/re...
-
https://doi.org/10.1...
-
visa färre...
Abstract
Ämnesord
Stäng
- This paper addresses the problem of quantifying the model error ("variance-error") in estimates of dynamic systems. It is shown that, under very general conditions, the asymptotic (in data length) covariance of an estimated system property (represented by a smooth function of estimated system parameters) can be interpreted in terms of an orthogonal projection of a certain function gamma, associated with the property of interest, onto a subspace determined by the model structure and experimental conditions. An explicit method to construct a suitable gamma, in such a way that the individual impacts of model structure, model order and experimental conditions become visible, is presented. The technique is used to derive asymptotic variance expressions for a Hammerstein model and a nonlinear regression problem.
Ämnesord
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
Nyckelord
- covariance analysis
- covariance matrices
- geometry
- identification
- nonlinear systems
- regression analysis
- Hammerstein model
- asymptotic covariance matrix
- dynamic system
- geometric approach
- nonlinear regression problem
- nonlinear system
- system identification
- variance analysis
- Accuracy of identification
- Asymptotic variance expressions
- Automatic control
- Reglerteknik
- SRA - ICT
- SRA - Informations- och kommunikationsteknik
Publikations- och innehållstyp
- ref (ämneskategori)
- kon (ämneskategori)
Hitta via bibliotek
Till lärosätets databas