Composite modeling of transfer functions

Hjalmarsson, Håkan,1962-Linköpings universitet,Reglerteknik,Tekniska högskolan,Department of Electrical Engineering, Linköping University,Reglerteknik, Automatic Control (author)

New Orleans, LA, USA :Institute of Electrical and Electronics Engineers (IEEE),1995
printrdacarrier

Sponsors: IEEE NR 20140805
NR 20140805
The problem under consideration is how to estimate the frequency function of a system and the associated estimation error when a set of possible model structures is given and when one of them is known to contain the true system. The 'classical' solution to this problem is to, firstly, use a consistent model structure selection criterium to discard all but one single structure. Secondly, estimate a model in this structure and, thirdly, conditioned on the assumption that the chosen structure contains the true system, compute an estimate of the estimation error. However, for a finite data set one cannot guarantee that the correct structure is chosen and this 'structural' uncertainty is lost in the previously mentioned approach. In this contribution a method is developed that combines the frequency function estimates and the estimation errors from all possible structures into a joint estimate and estimation error. Hence, this approach by-passes the structure selection problem. This is accomplished by employing a Bayesian setting.

TEKNIK OCH TEKNOLOGIER Elektroteknik och elektronik Reglerteknik hsv//swe
ENGINEERING AND TECHNOLOGY Electrical Engineering, Electronic Engineering, Information Engineering Control Engineering hsv//eng
Data structures
Errors
Estimation
Frequency domain analysis
Identification (control systems)
Mathematical models
Regression analysis
Bayesian setting
Composite modeling
Estimation error
Finite data set
Frequency function
Transfer functions
SRA - ICT
SRA - Informations- och kommunikationsteknik
Automatic control
TECHNOLOGY

Gustafsson, Fredrik,1964-Linköpings universitet,Reglerteknik,Tekniska högskolan,Department of Electrical Engineering, Linköping University,Reglerteknik, Automatic Control(Swepub:liu)fregu23 (author)
Linköpings universitetReglerteknik (creator_code:org_t)

In:Proceedings of the IEEE Conference on Decision and ControlNew Orleans, LA, USA : Institute of Electrical and Electronics Engineers (IEEE)40:5, s. 820-8320780326857
In:IEEE Transactions on Automatic ControlNew Orleans, LA, USA : Institute of Electrical and Electronics Engineers (IEEE)40:5, s. 820-8320018-92861558-2523

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