Analysis and Optimization of Systems pp 419-435 | Cite as
Performance evaluation of models, identified by the least squares method
Session 8 Identification And Detection
First Online:
Abstract
The least squares method is widely used for the identification of linear, dynamical systems. Here we investigate how the variances of the estimated models affect their performances in various applications, such as transfer function accuracy, prediction, minimum variance control and pole placement servo control design. Some newly developed asymptotic expressions for the variances are applied. Also, some consequences for the choice of input spectrum and model orders are drawn.
Keywords
Closed Loop System Model Order Optimal Input Transfer Function Model Pole Assignment
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References
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Copyright information
© Springer-Verlag 1984