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Estimating Model Variance in the Case of Undermodeling
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1992 (English)Report (Other academic)
Abstract [en]

A reliable quality estimate of a given model is a prerequisite for any reasonable use of the model. The model error consists of two different contributions: the bias error and the random error. In this contribution, it is shown that the size (variance) of the random error can be reliably estimated in the case where a true system description cannot be achieved in the model structure used. This consistent error estimate can differ considerably from the conventionally used variance estimate, which could thus be misleading.

Place, publisher, year, edition, pages
Linköping: Linköping University , 1992.
Series
LiTH-ISY-I, ISSN 8765-4321 ; 1418
Keyword [en]
Modelling, Parameter estimation
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55565OAI: oai:DiVA.org:liu-55565DiVA: diva2:316353
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2013-07-28

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Ljung, Lennart

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