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
Design Variables for Bias Distribution in Transfer Function Estimation. Version II
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.
1985 (English)Report (Other academic)
Abstract [en]

Estimation of transfer functions of linear systems is one of the most common system identification problems. Several different design variables, chosen by the user for the identification procedure, affect the properties of the resulting estimate. In this paper it is investigated how the choices of prefilters, noise models, sampling interval, and prediction horizon (i.e., the use ofk-step ahead prediction methods) influence the estimate. An important aspect is thai the true system is not assumed to be exactly represented within the chosen model set. The estimate will thus be biased. It is shown how the distribution of bias in the frequency domain is governed by a weighting function, which emphasizes different frequency bands. The weighting function, in turn, is a result of the previously listed design variables. It is shown, e.g., thai the common least-squares method has a tendency to emphasize high frequencies, and that this can be counteracted by prefiltering. It is also shown that, asymptotically, it is only the prediction horizon itself, and not how it is split up into sampling interval times number of predicted sampling instants, that affects this weighting function.

Place, publisher, year, edition, pages
Linköping: Linköping University , 1985. , 49 p.
Series
LiTH-ISY-I, ISSN 8765-4321 ; 747
Keyword [en]
Transfer function, Estimation, Asymptotic
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-104356OAI: oai:DiVA.org:liu-104356DiVA: diva2:696845
Available from: 2014-02-16 Created: 2014-02-16 Last updated: 2014-02-16

Open Access in DiVA

No full text

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

urn-nbn

Altmetric score

urn-nbn
Total: 25 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