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How to Estimate Mod...
How to Estimate Model Uncertainty in the Case of Under-Modelling
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- Hjalmarsson, Håkan (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 : Linköping University, 1990
- Engelska 5 s.
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Serie: LiTH-ISY-I ; 1067
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Ingår i: Proceedings of the 1990 American Control Conference. - Linköping : Linköping University. ; , s. 323-324
- Relaterad länk:
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Abstract
Ämnesord
Stäng
- In System Identification, traditionally, the uncertainty estimate provided with the model is based on the assumption that the model structure used is capable of achieving a correct system description. This estimate is however not correct unless the parameter estimate is close to a "true" model parameter, that yields white noise residuals. The correct expression is known but more complex. The main difficulty, though, is that it is not easily estimated. We suggest a simple and explicit method for estimating the model uncertainty, applicable also to severe under-modelling. The method is illustrated by an example.
Ämnesord
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
Nyckelord
- System identification
- Model uncertainty
- Under-modelling
Publikations- och innehållstyp
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