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On asymptotic frequency response variance expressions for estimated output error models
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0002-1927-1690
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0003-0355-2663
2012 (English)In: 2012 IEEE 51st Annual Conference on Decision and Control (CDC), IEEE , 2012, 178-183 p.Conference paper, Published paper (Refereed)
Abstract [en]

This papers concerns an extension of an asymptotic variance expression for Finite Impulse Response (FIR) model based frequency response estimation to the Output Error (OE) system identification case. It is based on the 'useful input parametrization' for OE models, in which the Toeplitz covariance matrix structure instrumental in the FIR analysis is extended to OE model input representation after a Sylvester matrix transformation. We will use this result to derive a novel and transparent variance expression for the asymptotic OE frequency response estimate. This results simplifies the generalization of FIR results for optimal input design and cost of complexity system identification analysis to the OE case. Furthermore, the relation to previous exact variance error quantifications is explained.

Place, publisher, year, edition, pages
IEEE , 2012. 178-183 p.
Series
IEEE Conference on Decision and Control. Proceedings, ISSN 0191-2216
Keyword [en]
System-Identification
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-119185DOI: 10.1109/CDC.2012.6426772ISI: 000327200400030Scopus ID: 2-s2.0-84874249706ISBN: 978-1-4673-2066-5 (print)OAI: oai:DiVA.org:kth-119185DiVA: diva2:610478
Conference
51st IEEE Conference on Decision and Control, CDC 2012; Maui, HI; United States; 10 December 2012 through 13 December 2012
Note

QC 20130311

Available from: 2013-03-11 Created: 2013-03-08 Last updated: 2013-12-20Bibliographically approved

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Wahlberg, BoRojas, Cristian R.

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CiteExportLink to record
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