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On the Variance Analysis of identified Linear MIMO Models
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- Everitt, Niklas (author)
- KTH,Reglerteknik,ACCESS Linnaeus Centre
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- Bottegal, Giulio (author)
- KTH,Reglerteknik,ACCESS Linnaeus Centre
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- Rojas, Cristian R. (author)
- KTH,Reglerteknik,ACCESS Linnaeus Centre,System Identification Group
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- Institute of Electrical and Electronics Engineers (IEEE), 2015
- 2015
- English.
- In: IEEE Explore. - : Institute of Electrical and Electronics Engineers (IEEE).
- Conference paper (peer-reviewed)
Abstract
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- We study the accuracy of identified linear time-invariant multi-input multi-output (MIMO) systems. Under a stochastic framework, we quantify the effect of the spatial correlation and choice of model structure on the covariance matrix of the transfer function estimates. In particular, it is shown how the variance of a transfer function estimate depends on signal properties and model orders of other modules composing the MIMO system.
Keyword
- system identification
- Electrical Engineering
- Elektro- och systemteknik
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- kon (subject category)
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