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Influence of model order on change detection in noise-free complex system
Department of Electrical Engineering, Linköping University. (Automatic Control)
Department of Electrical Engineering, Linköping University. (Automatic Control)ORCID iD: 0000-0002-1927-1690
1990 (English)In: Proceedings of the American Control Conference, San Diego, CA, USA, 1990, no Green Valley, AZ, United States, 2388-2393 p.Conference paper, Published paper (Refereed)
Abstract [en]

A study is made of the accuracy that could be obtained in the transfer function estimate. The system is noise-free but complex. It is found that it is better to use a (very) high-order model in combination with suitable regularization (prior). The reason is that the potential problem with an ill-conditioned regression matrix (high variance) is counteracted by the regularization. The bandpass filters cause information delay in the transient phase and degrade model-error attenuation in the stationary phase. It is also shown how set membership identification can handle model errors and provide hard (and in the example provided, somewhat conservative) error bounds. For this, the a priori information and the fact that the system is noise-free are used. An additive, bounded disturbance would not cause problems. The actual set membership estimate (the center of the model set) does not differ very much from the least-squares estimate in the example (because of the particular choice of prior).

Place, publisher, year, edition, pages
San Diego, CA, USA, 1990. no Green Valley, AZ, United States, 2388-2393 p.
Series
Proceedings of the 1990 American Control Conference
Keyword [en]
Mathematical Techniques--Least Squares Approximations, Statistical Methods--Regression Analysis, Model Error Attenuation, Control Systems
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-55442OAI: oai:DiVA.org:kth-55442DiVA: diva2:471579
Note
Sponsors: American Automatic Control Council NR 20140805Available from: 2012-01-02 Created: 2012-01-02 Last updated: 2013-09-05Bibliographically approved

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Wahlberg, Bo

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