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The role of model validation for assessing the size of the unmodeled dynamics
Ljung, L; Guo, L
1997-09-01
Source PublicationIEEE TRANSACTIONS ON AUTOMATIC CONTROL
ISSN0018-9286
Volume42Issue:9Pages:1230-1239
AbstractThe problem of assessing the quality of a given, or estimated, model is a central issue in system identification, Various new techniques for estimating bias and variance contributions to the model error have been suggested in recent literature. In this contribution, classical model validation procedures are placed at the focus of our attention, We discuss the principles by which we reach confidence in a model through such validation techniques and also how the distance to a ''true'' description can be estimated this way, In particular, we stress how the typical model validation procedure gives a direct measure of the model error of the model test without referring to its ensemble properties, Several model error bounds are developed for various assumptions about the disturbances entering the system.
Keywordmodel approximation model validation system identification
Language英语
WOS Research AreaAutomation & Control Systems ; Engineering
WOS SubjectAutomation & Control Systems ; Engineering, Electrical & Electronic
WOS IDWOS:A1997XW21200003
PublisherIEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
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Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/28995
Collection中国科学院数学与系统科学研究院
AffiliationCHINESE ACAD SCI,INST SYST SCI,BEIJING 100080,PEOPLES R CHINA
Recommended Citation
GB/T 7714
Ljung, L,Guo, L. The role of model validation for assessing the size of the unmodeled dynamics[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,1997,42(9):1230-1239.
APA Ljung, L,&Guo, L.(1997).The role of model validation for assessing the size of the unmodeled dynamics.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,42(9),1230-1239.
MLA Ljung, L,et al."The role of model validation for assessing the size of the unmodeled dynamics".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 42.9(1997):1230-1239.
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