Title :
Optimal model order selection and estimation of model uncertainty for identification with finite data
Author :
GOODWIN, Graham ; GEVERS, Michel ; Ninness, Brett
Author_Institution :
Dept. of Electr. Eng., Newcastle Univ., Shortland, NSW, Australia
Abstract :
The authors assume that the unmodeled dynamics of a system are a realization of a random process with parameterized second-order properties. It is shown that these parameters may be estimated from the data. It is demonstrated that these properties may then be used for model order evaluation of uncertainty bounds
Keywords :
parameter estimation; random processes; identification; model order evaluation; model uncertainty; optimal model order selection; parameter estimation; parameterized second-order properties; random process; uncertainty bounds; unmodeled dynamics; Additive noise; Australia; Frequency domain analysis; Parameter estimation; Random processes; Robust control; Scholarships; Telecommunications; Transfer functions; Uncertainty;
Conference_Titel :
Decision and Control, 1991., Proceedings of the 30th IEEE Conference on
Conference_Location :
Brighton
Print_ISBN :
0-7803-0450-0
DOI :
10.1109/CDC.1991.261307
