The Role of Model Validation for Assessing the Size of the Unmodeled Dynamics
1995 (English)Report (Other academic)
The problem of assessing the quality of a given or estimated model is a central issue in system identication Various new techniques for estimating bias and variance contributions to the model error have been suggested in the recent literature In this contribution classical model validation procedures are placed at the focus of our attention We discuss the principles by which we reach condence in a model through such validation techniques and also how the distance to a true description can be estimated this way In particular we stress how the typical model validation procedure gives a direct measure of the model error of the model test without referring to its ensemble properties Several model error bounds are developed for various assumptions about the disturbances entering the system
Place, publisher, year, edition, pages
Linköping: Linköping University , 1995. , 27 p.
LiTH-ISY-R, ISSN 1400-3902 ; 1803
IdentifiersURN: urn:nbn:se:liu:diva-55287ISRN: LiTH-ISY-R-1803OAI: oai:DiVA.org:liu-55287DiVA: diva2:315837