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On the Effect of No...
On the Effect of Noise Correlation in Parameter Identification of SIMO Systems
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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
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- Hjalmarsson, Håkan (author)
- KTH,Reglerteknik,ACCESS Linnaeus Centre
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(creator_code:org_t)
- Elsevier, 2015
- 2015
- English.
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In: IFAC-PapersOnLine. - : Elsevier. - 2405-8963. ; 48:28, s. 326-331
- Related links:
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https://doi.org/10.1...
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https://urn.kb.se/re...
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Abstract
Subject headings
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- The accuracy of identified linear time-invariant single-input multi-output (SIMO) models can be improved when the disturbances affecting the output measurements are spatially correlated. Given a linear parametrization of the modules composing the SIMO structure, we show that the correlation structure of the noise sources and the model structure of the othe modules determine the variance of a parameter estimate. In particular we show that increasing the model order only increases the variance of other modules up to a point. We precisely characterize the variance error of the parameter estimates for finite model orders. We quantify the effect of noise correlation structure, model structure and signal spectra.
Subject headings
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
Keyword
- Identification (control systems)
- Correlation structure
- Effect of noise
- Linear parametrization
- Linear time invariant
- Noise source
- Parameter estimate
- Single input multi outputs
- Variance error
- Parameter estimation
Publication and Content Type
- ref (subject category)
- art (subject category)
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