Variance analysis for identification of cascade systems
| Autor: | Håkan Hjalmarsson, Jonas Mårtensson, Bo Wahlberg |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2008 |
| Předmět: |
Asymptotic covariance matrixes
Dynamical systems theory Cascaded linear systems Asymptotic analysis Covariance matrix Prediction error methods Linear systems Cascade systems Transfer function Control theory Transfer functions Reglerteknik Dynamical systems Applied mathematics Cascade controls Mathematics Common dynamics Estimation theory Linear system System identification Sub-systems Quality control Identification (control systems) Variance (accounting) Control Engineering Fundamental limitations Model qualities Cascade Cascade control systems Statistical performance Variance analysis Cascaded systems Estimated models |
| Zdroj: | CDC |
| Popis: | The contribution of this paper is a variance analysis of estimated models of cascade dynamical systems. Models of such systems are important in for example cascade control applications. The model quality is analyzed by means of the asymptotic covariance matrix of the prediction error method parameters estimates. Recent work has shown that identification of two cascaded linear systems, where the transfer functions of the sub-systems are identical, has some fundamental limitations in terms of asymptotic statistical performance. Under this condition, the output from the second sub-system does not influence the quality of the estimated model of the first subsystem. The objective of this paper is to extend this result to the case where the transfer functions of the sub-systems are not completely identical, but do have some common dynamics. We will also study cascaded systems with three sub-systems, and show that a similar variance result also holds for this case. The results are illustrated by some simple FIR examples. © 2008 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works. QC 20110121 |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|