How to estimate model uncertainty in the case of under-modelling
1990 (English)In: Proceedings of the American Control Conference, San Diego, CA, USA, 1990, no Green Valley, AZ, United States, 323-324 p.Conference paper (Refereed)
A method for estimating the parameter avoidance for the least-squares method by exploiting the ergodicity properties exhibited by the weighted least-squares estimate is presented. The method is illustrated by an example of a second-order system corrupted by strongly correlated high-frequency measurement noise.
Place, publisher, year, edition, pages
San Diego, CA, USA, 1990. no Green Valley, AZ, United States, 323-324 p.
, Proceedings of the 1990 American Control Conference
Mathematical Techniques--Least Squares Approximations, Noise, Spurious Signal, Ergodicity, Model Uncertainty, Control Systems
Research subject SRA - ICT
IdentifiersURN: urn:nbn:se:kth:diva-60599OAI: oai:DiVA.org:kth-60599DiVA: diva2:477493
Sponsors: American Automatic Control Council NR 201408052012-01-132012-01-132012-01-13Bibliographically approved