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Estimating Linear Time-Invariant Models of Nonlinear Time-Varying Systems
-
- Ljung, Lennart, 1946- (author)
- Linköpings universitet,Reglerteknik,Tekniska högskolan
- (creator_code:org_t)
- Linköping : Elsevier BV, 2001
- 2001
- English.
- Series: LiTH-ISY-R, 1400-3902 ; 2363
- In: European Journal of Control. - Linköping : Elsevier BV. - 0947-3580 .- 1435-5671. ; 7:2-3, s. 203-219
- Journal article (peer-reviewed)
Abstract
Subject headings
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- The standard machinery for system identification of linear time-invariant (LTI) models delivers a nominal model and a confidence (uncertainty) region around it, based on (second order moment) residual analysis and covariance estimation. In most cases this gives an uncertainty region that tends to zero as more and more data become available, even if the true system is nonlinear and/or time-varying. In this paper, the reasons for this are displayed, and a characterization of the limit LTI model is gh,en under quite general conditions. Various ways are discussed, and tested, to obtain a more realistic limiting model, with uncertainty. These should reflect the distance to the true possibly nonlinear, time-varying system, and also form a reliable basis for robust LTI control design.
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
- Gain estimation
- Linear time-invariant systems
- Model approximation
- System indentification
- TECHNOLOGY
- TEKNIKVETENSKAP
- Automatic control
- Reglerteknik
Publication and Content Type
- ref (subject category)
- art (subject category)
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