A geometric approach to variance analysis in system identification

H Hjalmarsson, J Martensson - IEEE Transactions on Automatic …, 2010 - ieeexplore.ieee.org
… concerning cascade systems [68]. We point to two properties that we believe are of key
importance in the geometric approach to variance analysis: i) For qualitative structural analysis, it …

A geometric approach to variance analysis in system identification: Theory and nonlinear systems

H Hjalmarsson, J Martensson - 2007 46th IEEE Conference on …, 2007 - ieeexplore.ieee.org
This paper addresses the problem of quantifying the model error ("variance-error") in estimates
of dynamic systems. It is shown that, under very general conditions, the asymptotic (in …

A geometric approach to variance analysis in system identification: Linear time-invariant systems

J Martensson, H Hjalmarsson - 2007 46th IEEE Conference on …, 2007 - ieeexplore.ieee.org
… We have, using results in [1], derived a geometric approach to variance analysis in single
input single output LTI systems. We have illustrated the methodology by deriving new …

A geometric approach to variance analysis of cascaded systems

N Everitt, CR Rojas… - 52nd IEEE Conference on …, 2013 - ieeexplore.ieee.org
systems is a key issue in system identification. When estimating individual subsystems of a
network of interconnected system, … In this paper, using a geometric approach, we quantify the …

Geometric analysis of stochastic model errors in system identification

J Mårtensson - 2007 - diva-portal.org
… Perhaps the most important contribution of this thesis, and of the geometric approach, is the
analysis method as such. Hopefully the methodology presented in this work will be useful in …

[BOOK][B] Errors-in-variables methods in system identification

T Söderström - 2018 - books.google.com
… As a proper background the reader is expected to have at least elementary knowledge of
system identification. The textbooks (1999) and Söderström and Stoica (1989) can be …

Geometric approach to nondestructive identification of faults in stochastic structural systems

MH Sadeghi, SD Fassois - AIAA journal, 1997 - arc.aiaa.org
… In this work, a novel geometric approach to the nondestructive identi®cation of faults in
stochastic structural systems, based upon vibration test data, is introduced. This …

Design of identification experiments for robust control. A geometric approach for bivariate processes

CW Koung, JF MacGregor - Industrial & engineering chemistry …, 1993 - ACS Publications
… a geometric approach to shape the uncertainties such that the geometric condition in (2) will
be satisfied. Second, we show that the geometric approach … of the geometric derivations for …

[PDF][PDF] Geometric methods in stochastic realization and system identification

G Picci - CWI Quaterly, 1996 - academia.edu
geometric procedures for identifying (generically) minimal statespace models with inputs.
This approach … The geometric approach of this article is based on the following basic "statistical…

[PDF][PDF] Linear stochastic systems: A geometric approach to modeling, estimation and identification

A Lindquist, G Picci - To appear, 2007 - researchgate.net
… For example, the ARMAX models used in dynamic system identification are of this type, since
a component of the observed variables (the input usually denoted by the letter u) is treated …