Variance analysis of identified linear MISO models having spatially correlated inputs, with application to parallel Hammerstein models

DOI10.1016/J.AUTOMATICA.2014.04.014MaRDI QIDQ458872zbMATH OpenOpenAlexFDO

Authors Pouria Ramazi, Håkan Hjalmarsson, Jonas Mårtensson

Publication date 8 October 2014

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2014.04.014

zbMATH Keywords

Bayesian networksasymptotic variancesystem identificationlinear MISO modelsparallel MISO Hammerstein models

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Frequency-response methods in control theory (93C80)

Recommendations

• Variance analysis of linear SIMO models with spatially correlated noise
• Finite model order accuracy in Hammerstein model estimation
• Quantifying the accuracy of Hammerstein model estimation
• Identification of multi-input systems: variance analysis and input design issues
• Linear dynamic errors-in-variables models. Some structure theory

Cites work

• scientific article; zbMATH DE number 432498 (Why is no real title available?)
• scientific article; zbMATH DE number 3683489 (Why is no real title available?)
• scientific article; zbMATH DE number 1012640 (Why is no real title available?)
• 4SID: Subspace algorithms for the identification of combined deterministic-stochastic systems
• A Geometric Approach to Variance Analysis in System Identification
• An analysis of the parametrization by data driven local coordinates for multivariable linear systems
• Analysis of the variability of joint input-output estimation methods
• Asymptotic variance expressions for identified black-box transfer function models
• Bayesian Networks
• Black-box identification of mimo transfer functions: Asymptotic properties of prediction error models
• Black-box identification of multivariable transfer functions—asymptotic properties and optimal input design
• Data driven local coordinates for multivariable linear systems and their application to system identification
• Identification of multi-input systems: variance analysis and input design issues
• Identification of the deterministic part of MIMO state space models given in innovations form from input-output data
• Independent component analysis for multiple-input multiple-output wireless communication systems
• Input design via LMIs admitting frequency-wise model specifications in confidence regions
• Least-squares estimation of a class of frequency functions: a finite sample variance expression
• On Gradient-Based Search for Multivariable System Estimates
• On covariance function tests used in system identification
• On the frequency domain accuracy of closed-loop estimates
• Parametric identification of parallel Wiener-Hammerstein systems
• The Cholesky Factorization of the Inverse Correlation or Covariance Matrix in Multiple Regression
• The Effect of Regularization on Variance Error
• The fundamental role of general orthonormal bases in system identification
• The information matrix of multiple-input single-output time series models
• Variance Error Quantifications That Are Exact for Finite-Model Order

Cited in

(4)

• Accuracy of linear multiple-input multiple-output (MIMO) models obtained by maximum likelihood estimation
• Identification of multi-input systems: variance analysis and input design issues
• Covariance analysis in SISO linear systems identification
• Variance analysis of linear SIMO models with spatially correlated noise

This page was built for publication: Variance analysis of identified linear MISO models having spatially correlated inputs, with application to parallel Hammerstein models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q458872)