Discarding data to perform more accurate system identification

Carrette, P.;Bastin, Georges;Genin, Yves;Gevers, Michel
(1995) Proceedings of 1995 34th IEEE Conference on Decision and Control — Location: New Orleans, LA, USA (13.December.1995)

Files

No attached file found for this publication.

Details

Authors
  • Carrette, P.
    Author
  • Bastin, Georgesorcid-logoUCLouvain
    Author
  • Genin, YvesUCLouvain
    Author
  • Gevers, MichelUCLouvain
    Author
Abstract
Presents results concerning the parameter estimates obtained by prediction error methods in the case of system input signals that are insufficiently rich. Such input signals are typical of industrial measurements where occasional stepwise reference changes occur. Using singular value decomposition techniques, the authors propose a new data selection criterion that discards the poorly informative data in order to decrease the total mean square error (MSE) of the estimated parameters.
Affiliations

Citations

Carrette, P., Bastin, G., Genin, Y., & Gevers, M. (1995). Discarding data to perform more accurate system identification. Proceedings of the 34th IEEE Conference on Decision and Control (Cat.No.95CH35803), Vol. 2, p. 1823-4. https://doi.org/10.1109/CDC.1995.480605