On the Variance Analysis of identified Linear MIMO Models
2015 (English)In: IEEE Explore, Institute of Electrical and Electronics Engineers (IEEE), 2015Conference paper (Refereed)
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.
Engineering and Technology
Research subject Electrical Engineering
IdentifiersURN: urn:nbn:se:kth:diva-186211DOI: 10.1109/CDC.2015.7402414ScopusID: 2-s2.0-84962018333OAI: oai:DiVA.org:kth-186211DiVA: diva2:926241
54th IEEE Conference on Decision and Control, Osaka, 2015
FunderSwedish Research Council, 621-2009-4017EU, European Research Council, 267381
QC 201605112016-05-042016-05-042016-05-11Bibliographically approved