Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Variance analysis for identification of cascade systems
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. (System Identification Group)ORCID iD: 0000-0002-1927-1690
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0002-9368-3079
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0002-3672-5316
2008 (English)In: 47th IEEE Conference on Decision and Control, CDC 2008, IEEE , 2008, 131-136 p.Conference paper, Published paper (Refereed)
Abstract [en]

The contribution of this paper is a variance analysis of estimated models of cascade dynamical systems. Models of such systems are important in for example cascade control applications. The model quality is analyzed by means of the asymptotic covariance matrix of the prediction error method parameters estimates. Recent work has shown that identification of two cascaded linear systems, where the transfer functions of the sub-systems are identical, has some fundamental limitations in terms of asymptotic statistical performance. Under this condition, the output from the second sub-system does not influence the quality of the estimated model of the first subsystem. The objective of this paper is to extend this result to the case where the transfer functions of the sub-systems are not completely identical, but do have some common dynamics. We will also study cascaded systems with three sub-systems, and show that a similar variance result also holds for this case. The results are illustrated by some simple FIR examples.

Place, publisher, year, edition, pages
IEEE , 2008. 131-136 p.
Keyword [en]
Asymptotic covariance matrixes, Cascade controls, Cascade systems, Cascaded linear systems, Cascaded systems, Common dynamics, Estimated models, Fundamental limitations, Model qualities, Prediction error methods, Statistical performance, Sub-systems, Variance analysis, Asymptotic analysis, Cascade control systems, Covariance matrix, Dynamical systems, Linear systems, Quality control, Transfer functions, Identification (control systems)
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-28514DOI: 10.1109/CDC.2008.4738617ISI: 000307311600022Scopus ID: 2-s2.0-62949156094ISBN: 978-142443124-3 (print)OAI: oai:DiVA.org:kth-28514DiVA: diva2:390130
Conference
47th IEEE Conference on Decision and Control, CDC 2008. Cancun. 9 December 2008 - 11 December 2008
Note

© 2008 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works. QC 20110121

Available from: 2012-01-27 Created: 2011-01-14 Last updated: 2013-11-18Bibliographically approved

Open Access in DiVA

IR-EE-RT 2008:004(173 kB)243 downloads
File information
File name FULLTEXT01.pdfFile size 173 kBChecksum SHA-512
902c56296e6c4e8a5cbb0bf9e3c9e3da81ec43d577d2470148d4dfd0f23602bba71a2117aa4c1075bcfa1630a2f3b526a7857bf7e2560a7df1b9814f4e433f70
Type fulltextMimetype application/pdf

Other links

Publisher's full textScopusIEEEXplore

Authority records BETA

Wahlberg, BoHjalmarsson, HåkanMårtensson, Jonas

Search in DiVA

By author/editor
Wahlberg, BoHjalmarsson, HåkanMårtensson, Jonas
By organisation
Automatic ControlACCESS Linnaeus Centre
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar
Total: 243 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

doi
isbn
urn-nbn

Altmetric score

doi
isbn
urn-nbn
Total: 68 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf