Some peculiarities of identification in the presence of model errors

Automatica

Volumn 38, Issue 10, 2002, Pages 1683-1693

  Pintelon, R ^a   Schoukens, J ^a  

^a VRIJE UNIVERSITEIT BRUSSEL   (Belgium)

Author keywords

Model errors; System identification

Indexed keywords

ASYMPTOTIC STABILITY; DATA REDUCTION; ERROR ANALYSIS; FREQUENCY DOMAIN ANALYSIS; MATHEMATICAL MODELS; MATRIX ALGEBRA; PARAMETER ESTIMATION; SPURIOUS SIGNAL NOISE; TIME DOMAIN ANALYSIS;

FREQUENCY-DOMAIN ESTIMATORS; SAMPLE MAXIMUM LIKELIHOOD (SML) METHODS;

IDENTIFICATION (CONTROL SYSTEMS);

EID: 0036779205     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0005-1098(02)00080-8     Document Type: Article

References (6)

1. Estimating model variance in the case of undermodeling
2. Parameter values of ARMA models minimizing the one-step-ahead prediction error when the true system is not in the model set
3. Estimating the variance in case of undermodeling using bootstrap
4. Model reduction and variance reduction