Accuracy Analysis of the Frisch Scheme for Identifying Errors-in-Variables Systems

Söderström, Torsten

doi:10.1109/tac.2007.899005

Cited by 33 publications

(18 citation statements)

References 10 publications

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“…It can be seen from equation (10) that performance index W of problem (9) is rigorously monotone increasing on W g and −W b . And it can be seen from inequality (15) and (16) that…”

Section: Controller Designmentioning

confidence: 96%

A Suboptimal Dual Control Method for the Stochastic Systems with Parameters Drifting

Yang

Gao

Qian

et al. 2018

Asian Journal of Control

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This paper proposed a suboptimal dual control method for the stochastic systems with parameters drifting. Based on the consideration of the performance index control and the parameter estimation, the minimum variance of the system output and the estimated covariance matrix of the parameters estimation are both put into the performance index to evaluate the control quality. Furthermore, a dual control strategy is designed which is of the property of learning and control. Simulation results illustrate the effectiveness of the algorithm.

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“…It can be seen from equation (10) that performance index W of problem (9) is rigorously monotone increasing on W g and −W b . And it can be seen from inequality (15) and (16) that…”

Section: Controller Designmentioning

confidence: 96%

A Suboptimal Dual Control Method for the Stochastic Systems with Parameters Drifting

Yang

Gao

Qian

et al. 2018

Asian Journal of Control

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“…After careful analysis, the coarse tracking system contains non-differentiable nonlinear links and unknown interference, which makes the modeling very difficult. System identification is simple and easy to implement for linear systems [3,4,5], but it is difficult for nonlinear systems, and the nonlinear part of the measured data enters the linear part, which will cause the linear model to be inaccurate [6,7,8,9]. Theoretical analysis modeling generally works well for linear systems and is not available for nonlinear systems [10,11,12].…”

Section: Fig 1 Composite Axis Tracking System Structure Diagrammentioning

confidence: 99%

Simulation Modeling of Coarse Tracking System in Composite Axle System Based on Measured Operating Data

Liu¹,

Qu²,

Wang³

2016

Proceedings of the 2016 4th International Conference on Sensors, Mechatronics and Automation (ICSMA 2016)

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Abstract. The coarse turntable has been determined. An important prerequisite for designing the composite axis control system and selecting the device for the precision tracking system is to establish an accurate coarse tracking model. Only have a set of measured operating data with non-differentiable nonlinear links and unknown interference. The system identification is difficult to identify the nonlinear part and interference affect the identification accuracy. We propose a method based on the measured operating data, using the method of combining analysis and simulation modeling. The model structure of the system is determined by analyzing, the specific parameters, nonlinear and interference of the model are determined by simulation modeling. The obtained model is matched well with the measured data, and a more accurate nonlinear model is obtained.

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“…Utilising the Schur complement, the (nonlinear) relationship between ũ and ỹ is given by (Beghelli et al 1990;So¨derstro¨m 2007a) …”

Section: Relationship Between ũ and ỹmentioning

confidence: 99%

Algorithms for recursive/semi-recursive bias-compensating least squares system identification within the errors-in-variables framework

Linden

Larkowski

Burnham

2012

International Journal of Control

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Algorithms for the recursive/semi-recursive estimation of the system parameters as well as the measurement noise variances for linear single-input single-output errors-in-variables systems are considered. Approaches based on three offline techniques are presented: namely, the bias eliminating least squares, the Frisch scheme and the extended bias compensating the least squares method. Whilst the underlying equations used within these approaches are identical under certain design choices, the performances of the recursive/semi-recursive algorithms are investigated via simulation, in order to determine the most suitable technique for practical applications.

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Accuracy Analysis of the Frisch Scheme for Identifying Errors-in-Variables Systems

Cited by 33 publications

References 10 publications

A Suboptimal Dual Control Method for the Stochastic Systems with Parameters Drifting

A Suboptimal Dual Control Method for the Stochastic Systems with Parameters Drifting

Simulation Modeling of Coarse Tracking System in Composite Axle System Based on Measured Operating Data

Algorithms for recursive/semi-recursive bias-compensating least squares system identification within the errors-in-variables framework

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