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Some Properties of the Output Error Method by T. Söderström; P. Stoica is a Engineering article available to read on EtoBox.

What is Some Properties of the Output Error Method about?

Aimtraet--The output error identification method is studied in various respects. The stationary points of the associated loss function are investigated. Sufficient conditions for a unique local minimum are given. The loss functions can be minimized using a quasilinearization algorithm. Such an algorithm will give good local convergence. It is, however, shown that giobal convergence does not always occur. The output error method is also compared with some other estimation methods from the accuracy point of view. It is proved that a prediction error method will give better accuracy. An instrumental variable technique may give better or worse accuracy depending on the actual noise correlation.

Who reads Some Properties of the Output Error Method?

Author

T. Söderström; P. Stoica

Publisher

Elsevier Science; Elsevier ; Elsevier Ltd.; Test accounts; Elsevier BV (ISSN 0005-1098)

Published

1982

Language

EN

Field

Engineering (Physical Sciences)