Estimating model variance in the case of undermodeling

DOI10.1109/9.148358MaRDI QIDQ4014349zbMATH OpenOpenAlexWikidataFDO

Authors Håkan Hjalmarsson, Lennart Ljung

Publication date 6 October 1992

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.148358

zbMATH Keywords

bias errorrandom error

Mathematics Subject Classification ID

Recommendations

• Estimation of model quality
• Variance analysis of \(L_2\) model reduction when undermodeling -- the output error case.
• Measurement error models.
• A discussion of model accuracy in system identification
• scientific article; zbMATH DE number 4166421

Cited in

(8)

• Uncertainty of transfer function modelling using prior estimated noise models
• Some peculiarities of identification in the presence of model errors
• Model validation for control and controller validation in a prediction error identification framework. I: Theory
• Estimation of model quality
• An adaptive method for consistent estimation of real-valued non-minimum phase zeros in stable LTI systems
• Validity of the standard cross-correlation test for model structure validation
• Using the bootstrap to estimate the variance in the case of undermodeling
• Assessing the quality of identified models through the asymptotic theory -- when is the result reliable?

This page was built for publication: Estimating model variance in the case of undermodeling

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4014349)