Study of the minimum experiment length to identify linear dynamic systems: a variance based approach

J.F.M. Schoukens; S. Kolumban

doi:10.1109/I2MTC.2015.7151400

Study of the minimum experiment length to identify linear dynamic systems: a variance based approach

J.F.M. Schoukens, S. Kolumban

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

2 Citations (Scopus)

Abstract

In this paper the effect of short data lengths in system identification is studied. It addresses the question of the minimum required data length that is needed in order to apply the asymptotic results on the uncertainty analysis. this paper is focused on the IIR-case by analyzing initially a first order system. The conclusions are extended to higher order systems by normalizing all results on the time constant of this system, and by adding a model complexity factor.

Original language	English
Title of host publication	2015 IEEE International Instrumentation and Measurement Technology Conference (I2MTC), 11-15 May 2015, Pisa, Italy
Place of Publication	Piscataway
Publisher	Institute of Electrical and Electronics Engineers
Pages	963-968
Number of pages	6
ISBN (Electronic)	978-1-4799-6114-6
DOIs	https://doi.org/10.1109/I2MTC.2015.7151400
Publication status	Published - 6 Jul 2015
Externally published	Yes
Event	2015 IEEE International Instrumentation and Measurement Technology Conference, I2MTC 2015 - Palazzo dei Congressi, Pisa, Italy Duration: 11 May 2015 → 14 May 2015

Conference

Conference	2015 IEEE International Instrumentation and Measurement Technology Conference, I2MTC 2015
Abbreviated title	I2MTC 2015
Country/Territory	Italy
City	Pisa
Period	11/05/15 → 14/05/15

Keywords

IIR-models
Small data sets
System identification
Variance analysis

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10.1109/I2MTC.2015.7151400

Cite this

Schoukens, J. F. M., & Kolumban, S. (2015). Study of the minimum experiment length to identify linear dynamic systems: a variance based approach. In 2015 IEEE International Instrumentation and Measurement Technology Conference (I2MTC), 11-15 May 2015, Pisa, Italy (pp. 963-968). Article 7151400 Institute of Electrical and Electronics Engineers. https://doi.org/10.1109/I2MTC.2015.7151400

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author = "J.F.M. Schoukens and S. Kolumban",

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Schoukens, JFM & Kolumban, S 2015, Study of the minimum experiment length to identify linear dynamic systems: a variance based approach. in 2015 IEEE International Instrumentation and Measurement Technology Conference (I2MTC), 11-15 May 2015, Pisa, Italy., 7151400, Institute of Electrical and Electronics Engineers, Piscataway, pp. 963-968, 2015 IEEE International Instrumentation and Measurement Technology Conference, I2MTC 2015, Pisa, Italy, 11/05/15. https://doi.org/10.1109/I2MTC.2015.7151400

Study of the minimum experiment length to identify linear dynamic systems: a variance based approach. / Schoukens, J.F.M.; Kolumban, S.
2015 IEEE International Instrumentation and Measurement Technology Conference (I2MTC), 11-15 May 2015, Pisa, Italy. Piscataway: Institute of Electrical and Electronics Engineers, 2015. p. 963-968 7151400.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › Academic › peer-review

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ER -

Study of the minimum experiment length to identify linear dynamic systems: a variance based approach

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