On the variance analysis of identified linear MIMO models

N. Everitt, G. Bottegal, C.R. Rojas, H. Hjalmarsson

Research output: Chapter in Book/Report/Conference proceedingConference contributionAcademicpeer-review

2 Citations (Scopus)


We study the accuracy of identified linear time-invariant multi-input multi-output (MIMO) systems. Under a stochastic framework, we quantify the effect of the spatial correlation and choice of model structure on the covariance matrix of the transfer function estimates. In particular, it is shown how the variance of a transfer function estimate depends on signal properties and model orders of other modules composing the MIMO system.
Original languageEnglish
Title of host publication2015 IEEE 54th Annual Conference on Decision and Control (CDC) December 15-18, 2015. Osaka, Japan
EditorsY. Ohta
Place of PublicationPiscataway
PublisherInstitute of Electrical and Electronics Engineers
Number of pages6
ISBN (Electronic)9781479978861
Publication statusPublished - 8 Feb 2015
Externally publishedYes
Event54th IEEE Conference on Decision and Control (CDC 2015) - "Osaka International Convention Center", Osaka, Japan
Duration: 15 Dec 201518 Dec 2015
Conference number: 54


Conference54th IEEE Conference on Decision and Control (CDC 2015)
Abbreviated titleCDC 2015
Internet address


  • Asymptotic variance
  • Least-squares
  • Linear MIMO models
  • System identification


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