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

Direct link
Linear Time-Invariant Models of Non-Linear Time-Varying Systems
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
2001 (English)Report (Other academic)
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 non-linear and/or time-varying. In this paper, the reasons for this are displayed, and a characterization of the limit LTI model is given 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 non-linear, time-varying system, and also form a reliable basis for robust LTI control design.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2001. , 22 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2363
Keyword [en]
System identification, LTI, Linear time invariant, Covariance estimation, Non-linear
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-55843ISRN: LiTH-ISY-R-2363OAI: diva2:316692
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2014-09-04Bibliographically approved

Open Access in DiVA

fulltext(468 kB)244 downloads
File information
File name FULLTEXT01.pdfFile size 468 kBChecksum SHA-512
Type fulltextMimetype application/pdf

Search in DiVA

By author/editor
Ljung, Lennart
By organisation
Automatic ControlThe Institute of Technology
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar
Total: 244 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: 31 hits
ReferencesLink to record
Permanent link

Direct link