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Composite modeling of transfer functions
Department of Electrical Engineering, Linköping University. (Reglerteknik, Automatic Control)ORCID iD: 0000-0002-9368-3079
Department of Electrical Engineering, Linköping University. (Reglerteknik, Automatic Control)
1995 (English)In: Proceedings of the IEEE Conference on Decision and Control, New Orleans, LA, USA, 1995, Vol. 1, no Piscataway, NJ, United States, 228-233 p.Conference paper, Published paper (Refereed)
Abstract [en]

The problem under consideration is how to estimate the frequency function of a system and the associated estimation error when a set of possible model structures is given and when one of them is known to contain the true system. The 'classical' solution to this problem is to, firstly, use a consistent model structure selection criterium to discard all but one single structure. Secondly, estimate a model in this structure and, thirdly, conditioned on the assumption that the chosen structure contains the true system, compute an estimate of the estimation error. However, for a finite data set one cannot guarantee that the correct structure is chosen and this 'structural' uncertainty is lost in the previously mentioned approach. In this contribution a method is developed that combines the frequency function estimates and the estimation errors from all possible structures into a joint estimate and estimation error. Hence, this approach by-passes the structure selection problem. This is accomplished by employing a Bayesian setting.

Place, publisher, year, edition, pages
New Orleans, LA, USA, 1995. Vol. 1, no Piscataway, NJ, United States, 228-233 p.
Series
Proceedings of the 1995 34th IEEE Conference on Decision and Control. Part 1 (of 4)
Keyword [en]
Data structures, Errors, Estimation, Frequency domain analysis, Identification (control systems), Mathematical models, Regression analysis, Bayesian setting, Composite modeling, Estimation error, Finite data set, Frequency function, Transfer functions
National Category
Control Engineering
Research subject
SRA - ICT
Identifiers
URN: urn:nbn:se:kth:diva-60590DOI: 10.1109/CDC.1995.478683OAI: oai:DiVA.org:kth-60590DiVA: diva2:477535
Note
Sponsors: IEEE 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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