• DocumentCode
    1467854
  • Title

    Obtaining accurate confidence regions for the estimated zeros and poles in system identification problems

  • Author

    Vuerinckx, R. ; Pintelon, R. ; Schoukens, J. ; Rolain, Y.

  • Author_Institution
    Dept. ELEC, Vrije Univ., Brussels, Belgium
  • Volume
    46
  • Issue
    4
  • fYear
    2001
  • fDate
    4/1/2001 12:00:00 AM
  • Firstpage
    656
  • Lastpage
    659
  • Abstract
    In this note, a method is proposed to generate improved uncertainty bounds on the poles and zeros of an identified system. The uncertainty ellipsoids are replaced by dedicated uncertainty regions with a given probability level. The method can be applied to Markov estimators in the time or frequency domain
  • Keywords
    Markov processes; frequency-domain analysis; identification; poles and zeros; probability; time-domain analysis; uncertain systems; Markov estimators; confidence regions; dedicated uncertainty regions; estimated poles; estimated zeros; frequency domain; probability level; system identification problems; time domain; uncertainty ellipsoids; Covariance matrix; Ellipsoids; Noise generators; Noise measurement; Parameter estimation; Poles and zeros; Signal to noise ratio; System identification; Transfer functions; Uncertainty;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.917672
  • Filename
    917672
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1467854