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Estimating Model Variance in the Case of Undermodeling
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.
1992 (English)In: IEEE Transactions on Automatic Control, ISSN 0018-9286, E-ISSN 1558-2523, Vol. 37, no 7, 1004-1008 p.Article in journal (Refereed) Published
Abstract [en]

A reliable quality estimate of a given model is a prerequisite for any reasonable use of the model. The model error consists of two different contributions: the bias error and the random error. In this contribution, it is shown that the size (variance) of the random error can be reliably estimated in the case where a true system description cannot be achieved in the model structure used. This consistent error estimate can differ considerably from the conventionally used variance estimate, which could thus be misleading.

Place, publisher, year, edition, pages
1992. Vol. 37, no 7, 1004-1008 p.
Keyword [en]
Modelling, Parameter estimation
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-95640DOI: 10.1109/9.148358OAI: oai:DiVA.org:liu-95640DiVA: diva2:637089
Available from: 2013-07-16 Created: 2013-07-16 Last updated: 2017-12-06

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Ljung, Lennart

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