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Variance Results for Parallel Cascade Serial Systems
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. (System Identification)ORCID iD: 0000-0002-1127-1397
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. (System Identification)ORCID iD: 0000-0003-0355-2663
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. (System Identification)ORCID iD: 0000-0002-9368-3079
2014 (English)In: Proceedings of 19th IFAC World Congress, 2014Conference paper, Published paper (Refereed)
Abstract [en]

Modelling dynamic networks is important in different fields of science. At present, little is known about how different inputs and sensors contribute to the statistical properties concerning an estimate of a specific dynamic system in a network. We consider two forms of parallel serial structures, one multiple-input-multiple-output structure and one single-input multiple-output structure. The quality of the estimated models is analysed by means of the asymptotic covariance matrix, with respect to input signal characteristics, noise characteristics, sensor locations and previous knowledge about the remaining systems in the network. It is shown that an additive property applies to the information matrix for the considered structures. The impact of input signal selection, sensor locations and incorporation of previous knowledge isillustrated by simple examples.

Place, publisher, year, edition, pages
2014.
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-159092OAI: oai:DiVA.org:kth-159092DiVA: diva2:782486
Conference
IFAC 2014, 19th World Congress of the International Federation of Automatic Control
Funder
Swedish Research Council, 621-2009-4017EU, European Research Council, 267381
Note

QC 20150306

Available from: 2015-01-21 Created: 2015-01-21 Last updated: 2015-03-06Bibliographically approved

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fulltext(359 kB)104 downloads
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Everitt, NiklasRojas, Cristian R.Hjalmarsson, Håkan

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CiteExportLink to record
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