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Exact quantification of the variance of estimated zeros
KTH, School of Electrical Engineering (EES), Automatic Control.ORCID iD: 0000-0002-3672-5316
KTH, School of Electrical Engineering (EES), Automatic Control.ORCID iD: 0000-0002-9368-3079
2005 (English)In: 44th IEEE Conference on Decision and Control & European Control Conference, 2005, 4275-4280 p.Conference paper, Published paper (Refereed)
Abstract [en]

This paper is concerned with quantification of noise induced errors in estimates of zeros of dynamic systems. Preceding work on this problem has provided variance expressions that are asymptotic in data length and model order for non-minimum phase zeros. This paper presents expressions that are asymptotic only in data length and they are therefore 'exact' for arbitrarily small true model orders. These expressions are also valid for both minimum phase and non-minimum phase zeros. A key insight is that the variance error quantification problem is equivalent to deriving a reproducing kernel for a space that depends on the employed model structure.

Place, publisher, year, edition, pages
2005. 4275-4280 p.
Series
IEEE CONFERENCE ON DECISION AND CONTROL - PROCEEDINGS, ISSN 0191-2216
National Category
Control Engineering
Research subject
SRA - ICT
Identifiers
URN: urn:nbn:se:kth:diva-26566DOI: 10.1109/CDC.2005.1582834ISI: 000240653704020Scopus ID: 2-s2.0-33847188107ISBN: 978-078039568-8 (print)OAI: oai:DiVA.org:kth-26566DiVA: diva2:384601
Conference
44th IEEE Conference on Decision Control/European Control Conference (CCD-ECC) Seville, SPAIN, DEC 12-15, 2005
Note

QC 20110110

Available from: 2011-01-10 Created: 2010-11-25 Last updated: 2016-08-31Bibliographically approved

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Mårtensson, JonasHjalmarsson, Håkan

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CiteExportLink to record
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Output format
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