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Estimating model variance in the case of undermodeling
Department of Electrical Engineering, Linköping University. (Reglerteknik, Automatic Control)ORCID iD: 0000-0002-9368-3079
Department of Electrical Engineering, Linköping University. (Reglerteknik, Automatic Control)
1992 (English)In: IEEE Transactions on Automatic Control, ISSN 00189286 (ISSN), Vol. 37, no 7, 1004-1008 p.Article in journal (Refereed) Published
Abstract [en]

A reliable quality estimate of a given model is a prerequisite for any reasonable use of the model. The model error consists of two different contributions: the bias error and the random error. In this contribution, it is shown that the size (variance) of the random error can be reliably estimated in the case where a true system description cannot be achieved in the model structure used. This consistent error estimate can differ considerably from the conventionally used variance estimate, which could thus be misleading.

Place, publisher, year, edition, pages
1992. Vol. 37, no 7, 1004-1008 p.
Keyword [en]
Control Systems--Estimation, Bias Error, Consistent Error Estimate, Model Variance Estimation, Random Error, Undermodelling, Control Systems
National Category
Control Engineering
Research subject
SRA - ICT
Identifiers
URN: urn:nbn:se:kth:diva-60597DOI: 10.1109/9.148358OAI: oai:DiVA.org:kth-60597DiVA: diva2:477501
Note
NR 20140805Available from: 2012-01-13 Created: 2012-01-13 Last updated: 2012-01-13Bibliographically approved

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Hjalmarsson, Håkan

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