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

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Efficient Computation of Cramer-Rao Bounds for the Transfer Functions of MIMO State-Space 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.
1999 (English)In: Proceedings of the 14th IFAC World Congress, 1999, Vol. H, 247-252 p.Conference paper, Published paper (Refereed)
Abstract [en]

The present contribution deals with the accuracy of the transfer function of state-space parametric models estimated under the prediction error identification framework. More precisely, we intend to propagate the Cramer-Rao bound usually available on the covariance matrix of the state-space parameter estimates to that of the coefficients of the corresponding input-to-output transfer function. A natural way to solve this problem is to take advantage of the Jacobian matrix of the state-space to transfer function transformation while applying Gauss' formula for evaluating the covariance of the transfer function coefficients. Here, we focus on the computational aspects of the evaluation of this Jacobian matrix. In doing so, we show that the most computationally efficient way to access this matrix is to evaluate it as the product of the Jacobian matrices associated to the two following transformations: firstly, from the original state-space model to a state-space representation where the state-feedback matrix is diagonal and, secondly, from this latter state-space representation to the model transfer function. Note that the elements of these two Jacobian matrices are evaluated analytically.

Place, publisher, year, edition, pages
1999. Vol. H, 247-252 p.
Keyword [en]
Prediction error identification, MIMO Systems, Cramer-Rao bound, Matrix perturbation theory
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-94086ISBN: 978-0080432137 (print)OAI: oai:DiVA.org:liu-94086DiVA: diva2:629730
Conference
14th IFAC World Congress, Beijing, China, July, 1999
Funder
Swedish Research Council
Available from: 2013-06-17 Created: 2013-06-16 Last updated: 2013-08-27

Open Access in DiVA

No full text

Other links

Related report

Authority records BETA

Ljung, Lennart

Search in DiVA

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

Search outside of DiVA

GoogleGoogle Scholar

isbn
urn-nbn

Altmetric score

isbn
urn-nbn
Total: 28 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf