Comments on Model Validation as Set Membership Identification
1999 (English)Report (Other academic)
We review four basic model validation techniques, one that relates to the unknown-but-bounded disturbance assumption, one that has been recently suggested in the Identification-for-robust-controlcontext and two more classical statistical tests. By defining the set of models that would pass the chosen model validation test, we may interpret each of these as a set membership identification method. The consequences of such a viewpoint are discussed, and we focus on the important, but perhaps controversial concept of independence to make further selections of models within the thus defined sets.
Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 1999. , 12 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2122
Model validation, Set membership
IdentifiersURN: urn:nbn:se:liu:diva-55694ISRN: LiTH-ISY-R-2122OAI: oai:DiVA.org:liu-55694DiVA: diva2:316455