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Performance Evaluation of Models, Identified by the Least Squares Method
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1984 (English)Report (Other academic)
Abstract [en]

The least squares method is widely used for the identification of linear, dynamical systems. Here we investigate how the variances of the estimated models affect their performances in various applications, such as transfer function accuracy, prediction, minimum variance control and pole placement servo control design. Some newly developed asymptotic expressions for the variances are applied. Also, some consequences for the choice of input spectrum and model orders are drawn.

Place, publisher, year, edition, pages
Linköping: Linköping University , 1984. , 16 p.
LiTH-ISY-I, ISSN 8765-4321 ; 654
Keyword [en]
Least squares method, Identification, Linear dynamical systems, Estimation, Transfer function accuracy, Pole placement servo, Control design
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-104424OAI: diva2:696992
Available from: 2014-02-17 Created: 2014-02-17 Last updated: 2014-02-17

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Ljung, Lennart
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Automatic ControlThe Institute of Technology
Control Engineering

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ReferencesLink to record
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