Variance Error Quantifications that are Exact for Finite Model Order
2003 (English)In: Proceedings of the IEEE Conference on Decision and Control, 2003, Vol. 6, 6003-6008 p.Conference paper (Refereed)
This paper is concerned with the frequency domain quantification of noise induced errors in dynamic system estimates. Preceding seminal work on this problem provides general expressions that are approximations whose accuracy increases with observed data length and model order. In the interests of improved accuracy, this paper provides new expressions whose accuracy depends only on data length. They are therefore 'exact' for arbitrarily small true model order and apply to the general cases of Output-Error and Box-Jenkins model structures.
Place, publisher, year, edition, pages
2003. Vol. 6, 6003-6008 p.
Approximation theory, Asymptotic stability, Error analysis, Frequency domain analysis, Mathematical models, Poles and zeros, Polynomials, Box-Jenkins model structures, Variance error quantifications, Control system analysis
Research subject SRA - ICT
IdentifiersURN: urn:nbn:se:kth:diva-28532DOI: 10.1109/CDC.2003.1272166ISI: 000189434101034ISBN: 0-7803-7924-1OAI: oai:DiVA.org:kth-28532DiVA: diva2:388601
42nd IEEE Conference on Decision and Control Maui, HI, DEC 09-12, 2003
QC 20110118 NR 201408042011-01-182011-01-142012-01-13Bibliographically approved