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Estimating model variance in the case of undermodeling
-
- Hjalmarsson, Håkan, 1962- (author)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
-
- Ljung, Lennart, 1946- (author)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
- (creator_code:org_t)
- Linköping : Institute of Electrical and Electronics Engineers (IEEE), 1992
- 1992
- English.
- Series: LiTH-ISY-I ; 1418
- In: IEEE Transactions on Automatic Control. - Linköping : Institute of Electrical and Electronics Engineers (IEEE). - 0018-9286 .- 1558-2523. ; 37:7, s. 1004-1008
- Journal article (peer-reviewed)
Abstract
Subject headings
Close
- A reliable quality estimate of a given model is a prerequisite for any reasonable use of the model. The model error consists of two different contributions: the bias error and the random error. In this contribution, it is shown that the size (variance) of the random error can be reliably estimated in the case where a true system description cannot be achieved in the model structure used. This consistent error estimate can differ considerably from the conventionally used variance estimate, which could thus be misleading.
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
- Control Systems--Estimation
- Bias Error
- Consistent Error Estimate
- Model Variance Estimation
- Random Error
- Undermodelling
- Control Systems
- SRA - ICT
- SRA - Informations- och kommunikationsteknik
- Automatic control
Publication and Content Type
- ref (subject category)
- art (subject category)
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