DocumentCode
3470142
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
fYear
1991
fDate
11-13 Dec 1991
Firstpage
285
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1991., Proceedings of the 30th IEEE Conference on
Conference_Location
Brighton
Print_ISBN
0-7803-0450-0
Type
conf
DOI
10.1109/CDC.1991.261307
Filename
261307
Link To Document