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The cost of complexity in identification of FIR systems
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. (System Identification Group)ORCID iD: 0000-0003-0355-2663
KTH, School of Electrical Engineering (EES), Automatic Control. (System Identification Group)
The University of Newcastle, Australia.
KTH, School of Electrical Engineering (EES), Automatic Control. (System Identification Group)ORCID iD: 0000-0002-9368-3079
2008 (English)In: 17th World Congress, International Federation of Automatic Control, IFAC, 2008, Vol. 41, no 1 PART 1, 11451-11456 p.Conference paper, Published paper (Refereed)
Abstract [en]

In this paper we investigate the minimum amount of input power required to estimate a given linear system with a prescribed degree of accuracy, as a function of the model complexity. This quantity is defined to be the "cost of complexity". The degree of accuracy considered is the maximum variance of the discrete-time transfer function estimator over a frequency range [-ωB, ωB]. It is commonly believed that the cost increases as the model complexity increases. The objective of this paper is to quantify this dependence. In particular, we establish several properties of the cost of complexity. We find, for example, a lower bound for the cost asymptotic in the model order. For simplicity, we consider only systems described by FIR models and assume that there is no undermodelling.

Place, publisher, year, edition, pages
2008. Vol. 41, no 1 PART 1, 11451-11456 p.
Keyword [en]
Identification for control, Input and excitation design, Cost-increases, Degree of accuracy, Discrete-time, FIR model, FIR systems, Frequency ranges, Input power, Lower bounds, Maximum variance, Model complexity, Model order, Control theory, Costs, FIR filters, Frequency estimation, Linear systems, Identification (control systems)
National Category
Control Engineering
Research subject
SRA - ICT
Identifiers
URN: urn:nbn:se:kth:diva-60527DOI: 10.3182/20080706-5-KR-1001.01940Scopus ID: 2-s2.0-79961017750OAI: oai:DiVA.org:kth-60527DiVA: diva2:478673
Conference
17th World Congress, International Federation of Automatic Control, IFAC. Seoul. 6 July 2008 - 11 July 2008
Funder
Swedish Research Council, 621-2005-4345
Note

QC 20120117

Available from: 2012-01-16 Created: 2012-01-13 Last updated: 2016-06-01Bibliographically approved

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Rojas, Cristian R.Hjalmarsson, Håkan

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