liu.seSearch for publications in DiVA
Change search
ReferencesLink to record
Permanent link

Direct link
Variance-Bias Tradeoff in Finite Impulse Response Estimates Obtained by Correlation Analysis
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2002 (English)Report (Other academic)
Abstract [en]

Correlation analysis can in some cases produce better identification results than an ordinary least squares approach. This is for example the case when a Finite Impulse Response system is estimated from ill-conditioned input-output measurements. In this report, the correlation analysis method is rewritten as a regularized least squares algorithm and the performance of the method is discussed in this context. It turns out that the fact that correlation analysis can be viewed as a kind of regularization explains why and in what sense this method sometimes produces more accurate estimates than the ordinary least squares approach.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2002. , 11 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2416
Keyword [en]
System identification, Correlation analysis, Regularization, Least squares method
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-55679ISRN: LiTH-ISY-R-2416OAI: diva2:316388
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-08-01Bibliographically approved

Open Access in DiVA

fulltext(166 kB)69 downloads
File information
File name FULLTEXT01.pdfFile size 166 kBChecksum SHA-512
Type fulltextMimetype application/pdf

Search in DiVA

By author/editor
Enqvist, Martin
By organisation
Automatic ControlThe Institute of Technology
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar
Total: 69 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

Total: 59 hits
ReferencesLink to record
Permanent link

Direct link