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A Geometric Approac...
A Geometric Approach to Variance Analysis in System Identification
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- Hjalmarsson, Håkan, 1962- (author)
- KTH,Reglerteknik,ACCESS Linnaeus Centre,System Identification Group
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- Mårtensson, Jonas (author)
- KTH,Reglerteknik,ACCESS Linnaeus Centre,System Identification Group
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(creator_code:org_t)
- 2011
- 2011
- English.
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In: IEEE Transactions on Automatic Control. - 0018-9286 .- 1558-2523. ; 56:5, s. 983-997
- Related links:
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https://urn.kb.se/re...
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Abstract
Subject headings
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- 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, associated with the property of interest, onto a subspace determined by the model structure and experimental conditions. The presented geometric approach simplifies structural analysis of the model variance and this is illustrated by analyzing the influence of inputs and sensors on the model accuracy.
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
- Asymptotic covariance
- model accuracy
- stochastic systems
- system identification
- Automatic control
- Reglerteknik
- SRA - ICT
- SRA - Informations- och kommunikationsteknik
Publication and Content Type
- ref (subject category)
- art (subject category)
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