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On the Effect of Noise Correlation in Parameter Identification of SIMO Systems
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0002-1127-1397
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0003-0355-2663
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0002-9368-3079
2015 (English)In: IFAC-PapersOnLine, ISSN 2405-8963, Vol. 48, no 28, 326-331 p.Article in journal (Refereed) Published
Abstract [en]

The accuracy of identified linear time-invariant single-input multi-output (SIMO) models can be improved when the disturbances affecting the output measurements are spatially correlated. Given a linear parametrization of the modules composing the SIMO structure, we show that the correlation structure of the noise sources and the model structure of the othe modules determine the variance of a parameter estimate. In particular we show that increasing the model order only increases the variance of other modules up to a point. We precisely characterize the variance error of the parameter estimates for finite model orders. We quantify the effect of noise correlation structure, model structure and signal spectra.

Place, publisher, year, edition, pages
Elsevier, 2015. Vol. 48, no 28, 326-331 p.
Keyword [en]
Identification (control systems), Correlation structure, Effect of noise, Linear parametrization, Linear time invariant, Noise source, Parameter estimate, Single input multi outputs, Variance error, Parameter estimation
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-195438DOI: 10.1016/j.ifacol.2015.12.148ScopusID: 2-s2.0-84988474760OAI: oai:DiVA.org:kth-195438DiVA: diva2:1047771
Note

QC 20161118

Available from: 2016-11-18 Created: 2016-11-03 Last updated: 2016-11-18Bibliographically approved

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Everitt, NiklasBottegal, GiulioRojas, Cristian R.Hjalmarsson, Håkan
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CiteExportLink to record
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Citation style
  • apa
  • harvard1
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  • modern-language-association-8th-edition
  • vancouver
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More styles
Language
  • de-DE
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  • nn-NB
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More languages
Output format
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