Quantification of uncertainty in transfer function estimation: A mixed probabilistic-worst-case approach

DOI10.1016/0005-1098(95)98483-MzbMath0822.93022OpenAlexW2001427034WikidataQ127305528 ScholiaQ127305528MaRDI QIDQ1893019

Douwe K. de Vries, Van den Hof, Paul M. J.

Publication date: 23 October 1995

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(95)98483-m

zbMATH Keywords

identificationmodel errorrandom disturbanceserror statisticsstochastic noise disturbance

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) System identification (93B30) Control/observation systems with incomplete information (93C41) Perturbations in control/observation systems (93C73) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

Related Items (23)

Closed-loop model set validation under a stochastic framework ⋮ Identification of normalized coprime factors through constrained curve fitting ⋮ Unfalsified plant model parameterization from closed-loop experimental data ⋮ Identification and control -- Closed-loop issues ⋮ Model uncertainty in frequency response based system identification ⋮ Non-asymptotic model quality assessment of transfer functions at multiple frequency points ⋮ Validity of the standard cross-correlation test for model structure validation ⋮ The variation of non-parametric estimates in closed-loop. ⋮ \(H_{\infty}\) identification of ``soft uncertainty models ⋮ Mean square error of the empirical transfer function estimator for stochastic input signals. ⋮ Unfalsified model parametrization based on frequency domain noise information ⋮ Analyzing iterations in identification with application to nonparametric \(\mathcal H_{\infty}\)-norm estimation ⋮ From experiment design to closed-loop control ⋮ Relations between uncertainty structures in identification for robust control ⋮ Bias of indirect non-parametric transfer function estimates for plants in closed loop ⋮ Non-stationary stochastic embedding for transfer function estimation ⋮ Quantification of frequency domain error bounds with guaranteed confidence level in prediction error identification ⋮ Identification for control: from the early achievements to the revival of experiment design ⋮ Identification of normalised coprime plant factors from closed-loop experimental data ⋮ Quadrature-Based Vector Fitting for Discretized $\mathcal{H}_2$ Approximation ⋮ \(H_{\infty}\) set membership identification: a survey ⋮ Model validation for control and controller validation in a prediction error identification framework. I: Theory ⋮ Controller tuning freedom under plant identification uncertainty: Double Youla beats gap in robust stability

Cites Work

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