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Estimating Linear Time-Invariant Models of Nonlinear Time-Varying Systems
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2001 (English)In: European Journal of Control, ISSN 0947-3580, E-ISSN 1435-5671, Vol. 7, no 2-3, 203-219 p.Article in journal (Refereed) Published
Abstract [en]

The standard machinery for system identification of linear time-invariant (LTI) models delivers a nominal model and a confidence (uncertainty) region around it, based on (second order moment) residual analysis and covariance estimation. In most cases this gives an uncertainty region that tends to zero as more and more data become available, even if the true system is nonlinear and/or time-varying. In this paper, the reasons for this are displayed, and a characterization of the limit LTI model is gh,en under quite general conditions. Various ways are discussed, and tested, to obtain a more realistic limiting model, with uncertainty. These should reflect the distance to the true possibly nonlinear, time-varying system, and also form a reliable basis for robust LTI control design.

Place, publisher, year, edition, pages
2001. Vol. 7, no 2-3, 203-219 p.
Keyword [en]
Gain estimation, Linear time-invariant systems, Model approximation, System indentification
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-49097DOI: 10.3166/ejc.7.203-219OAI: diva2:269993
Available from: 2009-10-11 Created: 2009-10-11 Last updated: 2013-07-17

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Ljung, Lennart
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