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Composite modeling of transfer functions
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- Hjalmarsson, Håkan, 1962- (author)
- Linköpings universitet,Reglerteknik,Tekniska högskolan,Department of Electrical Engineering, Linköping University,Reglerteknik, Automatic Control
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- Gustafsson, Fredrik, 1964- (author)
- Linköpings universitet,Reglerteknik,Tekniska högskolan,Department of Electrical Engineering, Linköping University,Reglerteknik, Automatic Control
- (creator_code:org_t)
- New Orleans, LA, USA : Institute of Electrical and Electronics Engineers (IEEE), 1995
- 1995
- English.
- Series: LiTH-ISY-R, 1400-3902 ; 1791
- In: Proceedings of the IEEE Conference on Decision and Control. - New Orleans, LA, USA : Institute of Electrical and Electronics Engineers (IEEE). - 0780326857 ; 40:5, s. 820-832
- Conference paper (peer-reviewed)
Abstract
Subject headings
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- 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.
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
- 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
Publication and Content Type
- ref (subject category)
- kon (subject category)
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