Variance analysis of \(L_2\) model reduction when undermodeling -- the output error case.

DOI10.1016/S0005-1098(03)00175-4zbMath1064.93009MaRDI QIDQ1413949

Fredrik Tjärnström

Publication date: 17 November 2003

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

linear systemmodel reductionoutput error modelcovariance of the inputundermodeling

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) System structure simplification (93B11)

Related Items (3)

Mixed \(L_p\) estimators variety for model order reduction in control oriented system identification ⋮ Variance properties of a two-step ARX estimation procedure ⋮ A comparison of model-based and data-driven controller tuning

Cites Work

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• An indirect prediction error method for system identification
• A new algorithm for \(L_ 2\) optimal model reduction
• Convergent algorithm for \(L_2\) model reduction
• \(L_{2}\) model reduction and variance reduction
• Estimation of model quality
• Model reductions of high-order estimated models: the asymptotic ML approach
• Approximation of discrete linear systems
• Matrix theory. Basic results and techniques

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