Title :
Fundamental limitations on the accuracy of MIMO linear models obtained by PEM for systems operating in open loop
Author :
Agüero, Juan C. ; Rojas, Cristian R. ; Goodwin, Graham C.
Author_Institution :
Sch. of Electr. Eng. & Comput. Sci., Univ. of Newcastle, Newcastle, NSW, Australia
Abstract :
In this paper we show that the variance of estimated parametric models for open loop Multiple-Input Multiple-Output (MIMO) systems obtained by the prediction error method (PEM) satisfies a fundamental integral limitation. The fundamental limitation gives rise to a multivariable `waterbed´ effect.
Keywords :
MIMO systems; integral equations; linear systems; open loop systems; MIMO linear models; fundamental integral limitation; multiple-input multiple-output systems; multivariable waterbed effect; open loop systems; prediction error method; Cost function; Covariance matrix; Feedback; MIMO; Maximum likelihood estimation; Open loop systems; Parametric statistics; Predictive models; System identification; Transfer functions;
Conference_Titel :
Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Proceedings of the 48th IEEE Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-1-4244-3871-6
Electronic_ISBN :
0191-2216
DOI :
10.1109/CDC.2009.5399835
