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Hard frequency-domain model error bounds from least-squares like identification techniques
KTH, Superseded Departments, Signals, Sensors and Systems.ORCID iD: 0000-0002-1927-1690
Department of Electrical Engineering, Linköping University.
1992 (English)In: IEEE Transactions on Automatic Control, ISSN 0018-9286, E-ISSN 1558-2523, Vol. 37, no 7, 900-912 p.Article in journal (Refereed) Published
Abstract [en]

The problem of deriving so-called hard-error bounds for estimated transfer functions is addressed. A hard bound is one that is sure to be satisfied, i.e., the true system Nyquist plot will be confined with certainty to a given region, provided that the underlying assumptions are satisfied. By blending a priori knowledge and information obtained from measured data, it is shown how the uncertainty of transfer function estimates can be quantified. The emphasis is on errors due to model mismatch. The effects of unmodeled dynamics can be considered as bounded disturbances. Hence, techniques from set membership identification can be applied to this problem. The approach taken corresponds to weighted least-squares estimation, and provides hard frequency-domain transfer function error bounds. The main assumptions used in the current contribution are: that the measurement errors are bounded, that the true system is indeed linear with a certain degree of stability, and that there is some knowledge about the shape of the true frequency response.

Place, publisher, year, edition, pages
1992. Vol. 37, no 7, 900-912 p.
Keyword [en]
Control Systems--Identification, Mathematical Techniques--Frequency Domain Analysis, Mathematical Techniques--Least Squares Approximations, Mathematical Techniques--Transfer Functions, Hard Frequency-Domain Model Error Bounds, Least Squares Like Identification Techniques, Model Mismatch Errors, True System Nyquist Plot, Control Systems
National Category
Control Engineering
URN: urn:nbn:se:kth:diva-55430DOI: 10.1109/9.148343ISI: A1992JE07600003OAI: diva2:471595
QC 20120104 NR 20140805Available from: 2012-01-02 Created: 2012-01-02 Last updated: 2013-09-05Bibliographically approved

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ReferencesLink to record
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