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
A Geometric Approach to Variance Analysis in System Identification
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. (System Identification Group)ORCID iD: 0000-0002-9368-3079
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. (System Identification Group)ORCID iD: 0000-0002-3672-5316
2011 (English)In: IEEE Transactions on Automatic Control, ISSN 0018-9286, E-ISSN 1558-2523, Vol. 56, no 5, 983-997 p.Article in journal (Refereed) Published
Abstract [en]

This paper addresses the problem of quantifying the model error ("variance-error") in estimates of dynamic systems. It is shown that, under very general conditions, the asymptotic ( in data length) covariance of an estimated system property ( represented by a smooth function of estimated system parameters) can be interpreted in terms of an orthogonal projection of a certain function, associated with the property of interest, onto a subspace determined by the model structure and experimental conditions. The presented geometric approach simplifies structural analysis of the model variance and this is illustrated by analyzing the influence of inputs and sensors on the model accuracy.

Place, publisher, year, edition, pages
2011. Vol. 56, no 5, 983-997 p.
Keyword [en]
Asymptotic covariance, model accuracy, stochastic systems, system identification
National Category
Control Engineering
Research subject
SRA - ICT
Identifiers
URN: urn:nbn:se:kth:diva-34220DOI: 10.1109/TAC.2010.2076213ISI: 000290536500002Scopus ID: 2-s2.0-79955911807OAI: oai:DiVA.org:kth-34220DiVA: diva2:423463
Funder
Swedish Research Council, 621-2007-6271Swedish Research Council, 621-2009-4017
Note
QC 20110615Available from: 2011-06-15 Created: 2011-05-30 Last updated: 2017-12-11Bibliographically approved

Open Access in DiVA

No full text

Other links

Publisher's full textScopus

Authority records BETA

Hjalmarsson, HåkanMårtensson, Jonas

Search in DiVA

By author/editor
Hjalmarsson, HåkanMårtensson, Jonas
By organisation
Automatic ControlACCESS Linnaeus Centre
In the same journal
IEEE Transactions on Automatic Control
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric score

doi
urn-nbn
Total: 114 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