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
How to estimate model uncertainty in the case of under-modelling
Department of Electrical Engineering, Linköping University. (Reglerteknik, Automatic Control)ORCID iD: 0000-0002-9368-3079
Department of Electrical Engineering, Linköping University. (Reglerteknik, Automatic Control)
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, Published paper (Refereed)
Abstract [en]

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.
Series
Proceedings of the 1990 American Control Conference
Keyword [en]
Mathematical Techniques--Least Squares Approximations, Noise, Spurious Signal, Ergodicity, Model Uncertainty, Control Systems
National Category
Control Engineering
Research subject
SRA - ICT
Identifiers
URN: urn:nbn:se:kth:diva-60599OAI: oai:DiVA.org:kth-60599DiVA: diva2:477493
Note
Sponsors: American Automatic Control Council NR 20140805Available from: 2012-01-13 Created: 2012-01-13 Last updated: 2012-01-13Bibliographically approved

Open Access in DiVA

No full text

Authority records BETA

Hjalmarsson, Håkan

Search in DiVA

By author/editor
Hjalmarsson, Håkan
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar

urn-nbn

Altmetric score

urn-nbn
Total: 19 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