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Incorporating noise modeling in dynamic networks using non-parametric models
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: 0000-0002-1127-1397
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
2017 (English)In: IFAC-PapersOnLine, ISSN 2405-8963, Vol. 50, no 1, p. 10568-10573Article in journal (Refereed) Published
Abstract [en]

For identification of systems in dynamic networks, two-stage and instrumental variable methods are common time-domain methods. These methods provide consistent estimates of a chosen module of the network without estimating other parts of the network or noise models. However, disregarding noise modeling may come at a cost in estimation error. To capture the noise contribution, we propose the following procedure: first, we estimate a non-parametric model of an appropriate part of the network; second, we estimate the module of interest using signals simulated with the non-parametric model. The simulated signals are derived from an asymptotic maximum likelihood criterion. Preliminary simulations suggest that the propose method is competitive with existing approaches and is particularly beneficial with colored noise.

Place, publisher, year, edition, pages
Elsevier, 2017. Vol. 50, no 1, p. 10568-10573
Keywords [en]
least-squares identification, networks, System identification
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-223070DOI: 10.1016/j.ifacol.2017.08.1302ISI: 000423965100254Scopus ID: 2-s2.0-85031794790OAI: oai:DiVA.org:kth-223070DiVA, id: diva2:1182469
Funder
Swedish Research Council, 2015-05285, 2016-06079
Note

QC 20180213

Available from: 2018-02-13 Created: 2018-02-13 Last updated: 2018-03-05Bibliographically approved

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Galrinho, MiguelEveritt, Niklas

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CiteExportLink to record
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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
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  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
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  • Other locale
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Output format
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  • asciidoc
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