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Model quality: The roles of prior knowledge and data information
Linköping University.
KTH, Superseded Departments, Signals, Sensors and Systems.ORCID iD: 0000-0002-1927-1690
1992 (English)In: Proceedings of the IEEE Conference on Decision and Control, Brighton, Engl, 1992, no Piscataway, NJ, United States, 273-278 p.Conference paper, Published paper (Refereed)
Abstract [en]

The authors discuss the basic issues involved in the problem of estimating a model's reliability. In particular, the role of prior information is scrutinized. The modeling errors can be divided into two categories, namely, systematic/bias errors and variability/random errors. All serious system identification experiments contain a model validation step. For an unfalsified model, the bias error has not been found to be significantly larger than the random errors. Hence, the traditional, statistical way to provide estimated standard deviations for the model is relevant for unfalsified models. In case of many unfalsified models, a sound scientific approach is to choose the most powerful unfalsified one. The definition of most powerful depends on the intended application. For example, in robust control design an unfalsified model can be said to be most powerful if the H∞ error bound is minimized. How this concept relates to minimizing the mean square errors is discussed. A number of questions for further research are identified.

Place, publisher, year, edition, pages
Brighton, Engl, 1992. no Piscataway, NJ, United States, 273-278 p.
Series
Proceedings of the 30th IEEE Conference on Decision and Control Part 1 (of 3)
Keyword [en]
Error analysis, Integral equations, Random processes, Statistical methods, Data information, Model quality, Prior knowledge, Identification (control systems)
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-55431OAI: oai:DiVA.org:kth-55431DiVA: diva2:471593
Note
Sponsors: IEEE Control Systems Soc 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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CiteExportLink to record
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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
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Output format
  • html
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  • asciidoc
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