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Just-in-Time Models for Dynamical Systems
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.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1996 (English)In: Proceedings of the 35th IEEE Conference on Decision and Control, 1996, 1115-1120 vol.1 p.Conference paper, Published paper (Refereed)
Abstract [en]

The concept of just in time models is introduced for models that are not estimated until they are really needed. The idea is to store all observations of the process in a database, and then estimate a local model at the current working point. The variance/bias tradeoff is optimized locally by adapting the number of data and their relative weighting. This is in contrast to general nonlinear black-box models, like neural networks, where the performance is optimized globally.

Place, publisher, year, edition, pages
1996. 1115-1120 vol.1 p.
Keyword [en]
Modeling, Nonlinear dynamical systems, Optimization, Statistical analysis
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-93774DOI: 10.1109/CDC.1996.574658ISBN: 0-7803-3590-2 (print)OAI: oai:DiVA.org:liu-93774DiVA: diva2:628859
Conference
35th IEEE Conference on Decision and Control, Kobe, Japan, December, 1996
Available from: 2013-06-14 Created: 2013-06-10 Last updated: 2013-06-14

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Ljung, LennartGustafsson, Fredrik

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