- Title
- A novel approach to model error modelling using the expectation-maximization algorithm
- Creator
- Delgado, Ramón A.; Goodwin, Graham C.; Carvajal, Rodrigo; Agüero, Juan C.
- Relation
- 51st IEEE Conference on Decision and Control, CDC 2012. Proceedings of the 51st IEEE Conference on Decision and Control (Maui, Hawaii 10-13 December, 2012) p. 7327-7332
- Publisher Link
- http://dx.doi.org/10.1109/cdc.2012.6426633
- Publisher
- Institute of Electrical and Electronics Engineers (IEEE)
- Resource Type
- conference paper
- Date
- 2012
- Description
- In this paper we develop a novel approach to model error modelling. There are natural links to others recently developed ideas. However, here we make several key departures, namely (i) we focus on relative errors; (ii) we use a broad class of model error description which includes, inter alia, the earlier idea of stochastic embedding; (iii) we estimate both, the nominal model and undermodelling simultaneously using the Expectation-Maximization (EM) algorithm. Simulation studies illustrate the performance of the proposed technique.
- Subject
- model error modelling; system identification; EM algorithm
- Identifier
- http://hdl.handle.net/1959.13/1053114
- Identifier
- uon:15527
- Identifier
- ISBN:9781467320665
- Language
- eng
- Full Text
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