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How to Estimate Model Uncertainty in the Case of Under-Modelling
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.
1990 (English)In: Proceedings of the 1990 American Control Conference, 1990, 323-324 p.Conference paper, Published paper (Refereed)
Abstract [en]

In System Identification, traditionally, the uncertainty estimate provided with the model is based on the assumption that the model structure used is capable of achieving a correct system description. This estimate is however not correct unless the parameter estimate is close to a "true" model parameter, that yields white noise residuals. The correct expression is known but more complex. The main difficulty, though, is that it is not easily estimated. We suggest a simple and explicit method for estimating the model uncertainty, applicable also to severe under-modelling. The method is illustrated by an example.

Place, publisher, year, edition, pages
1990. 323-324 p.
Keyword [en]
System identification, Model uncertainty, Under-modelling
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-100558OAI: oai:DiVA.org:liu-100558DiVA: diva2:663074
Conference
1990 American Control Conference, 23-25 May, 1990, San Diego, CA, USA
Available from: 2013-11-09 Created: 2013-11-09 Last updated: 2014-02-06

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Ljung, Lennart

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