Non-asymptotic model quality assessment of transfer functions at multiple frequency points

DOI10.1016/J.AUTOMATICA.2015.06.040MaRDI QIDQ900193zbMATH OpenOpenAlexFDO

Authors Sangho Ko, Erik Weyer, M. C. Campi

Publication date 21 December 2015

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2015.06.040

zbMATH Keywords

confidence regionsfinite sample propertiesfrequency responsemodel qualitysystem identification

Mathematics Subject Classification ID

Sampled-data control/observation systems (93C57) Frequency-response methods in control theory (93C80) Identification in stochastic control theory (93E12)

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Cites work

• Assessing the quality of identified models through the asymptotic theory -- when is the result reliable?
• Frequency domain system identification with missing data
• Guaranteed non-asymptotic confidence regions in system identification
• scientific article; zbMATH DE number 1342053 (Why is no real title available?)
• scientific article; zbMATH DE number 835835 (Why is no real title available?)
• Least-squares estimation of a class of frequency functions: a finite sample variance expression
• Non-asymptotic confidence regions for model parameters in the presence of unmodelled dynamics
• Non-Asymptotic Confidence Sets for the Parameters of Linear Transfer Functions
• Quantification of uncertainty in transfer function estimation: A mixed probabilistic-worst-case approach
• Quantifying the error in estimated transfer functions with application to model order selection
• Statistical plant set estimation using Schroeder-phased multisinusoidal input design

Cited in

(5)

• Reliable computation of frequency response plots for nonrational transfer functions to prescribed accuracy
• Quality evaluation for a coprime factor perturbed model set based on frequency-domain data
• Composite modeling of transfer functions
• Finite-data nonparametric frequency response evaluation without leakage
• Non-asymptotic quality assessment of generalised FIR models with periodic inputs

Describes a project that uses

Uses Software

• Optimization Toolbox
• System Identification Toolbox
• TOMLAB

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