کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10398820 890348 2011 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The cost of complexity in system identification: The Output Error case
موضوعات مرتبط
مهندسی و علوم پایه سایر رشته های مهندسی کنترل و سیستم های مهندسی
پیش نمایش صفحه اول مقاله
The cost of complexity in system identification: The Output Error case
چکیده انگلیسی
In this paper we investigate the cost of complexity, which is defined as the minimum amount of input power required to estimate the frequency response of a given linear time invariant system of order n with a prescribed degree of accuracy. In particular we require that the asymptotic (in the data length) variance is less or equal to γ over a prespecified frequency range [0,ωB]. The models considered here are Output Error models, with an emphasis on fixed denominator and Laguerre models. Several properties of the cost are derived. For instance, we present an expression which shows how the pole of the Laguerre model affects the cost. These results quantify how the cost of the system identification experiment depends on n and on the model structure. Also, they show the relation between the cost and the amount of information we would like to extract from the system (in terms of ωB and γ). For simplicity we assume that there is no undermodelling.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Automatica - Volume 47, Issue 9, September 2011, Pages 1938-1948
نویسندگان
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