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On the Variance Analysis of identified Linear MIMO Models
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0002-1127-1397
KTH, School of Electrical Engineering (EES), Automatic Control. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
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. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre. (System Identification Group)ORCID iD: 0000-0002-9368-3079
2015 (English)In: IEEE Explore, Institute of Electrical and Electronics Engineers (IEEE), 2015Conference paper (Refereed)
Abstract [en]

We study the accuracy of identified linear time-invariant multi-input multi-output (MIMO) systems. Under a stochastic framework, we quantify the effect of the spatial correlation and choice of model structure on the covariance matrix of the transfer function estimates. In particular, it is shown how the variance of a transfer function estimate depends on signal properties and model orders of other modules composing the MIMO system.

Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers (IEEE), 2015.
Keyword [en]
system identification
National Category
Engineering and Technology
Research subject
Electrical Engineering
Identifiers
URN: urn:nbn:se:kth:diva-186211DOI: 10.1109/CDC.2015.7402414ScopusID: 2-s2.0-84962018333OAI: oai:DiVA.org:kth-186211DiVA: diva2:926241
Conference
54th IEEE Conference on Decision and Control, Osaka, 2015
Funder
Swedish Research Council, 621-2009-4017EU, European Research Council, 267381
Note

QC 20160511

Available from: 2016-05-04 Created: 2016-05-04 Last updated: 2016-05-11Bibliographically approved

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Everitt, NiklasBottegal, GiulioRojas, Cristian R.Hjalmarsson, Håkan
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ReferencesLink to record
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