Please use this identifier to cite or link to this item: http://hdl.handle.net/1959.13/918692

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Title
Fundamental limitations on the accuracy of MIMO linear models obtained by PEM for systems operating in open loop
Author/Creator
Agüero, Juan C.;  Rojas, Cristian R.;  Goodwin, Graham C.
Institution
The University of Newcastle. Faculty of Engineering & Built Environment, School of Electrical Engineering and Computer Science
Description
In this paper we show that the variance of estimated parametric models for open loop Multiple-Input Multiple-Output (MIMO) systems obtained by the prediction error method (PEM) satisfies a fundamental integral limitation. The fundamental limitation gives rise to a multivariable 'waterbed' effect.
Relation
48th IEEE Conference on Decision and Control, 2009 held jointly with the 28th Chinese Control Conference 2009 (CDC/CCC 2009). Proceedings of the 48th IEEE Conference on Decision and Control 2009, held jointly with the 28th Chinese Control Conference 2009, CDC/CCC 2009 (Shanghai, China 15-18 December, 2009) p. 482-487
Publisher Link
http://dx.doi.org/10.1109/CDC.2009.5399835
Date
2009
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Keyword(s)
MIMO linear models;  fundamental integral limitations;  multiple input systems;  multiple output systems;  multivariable waterbed effects;  open loop systems;  prediction error methods
Resource Type
conference paper
Rights
Copyright © 2009 IEEE. Reprinted from Proceedings of the 48th IEEE Conference on Decision and Control 2009, held jointly with the 28th Chinese Control Conference 2009, CDC/CCC 2009. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of University of Newcastle's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to pubs-permissions@ieee.org. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.
Identifier
http://hdl.handle.net/1959.13/918692
Identifier
ISBN:9781424438723
Identifier
ISSN:0191-2216
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"Fundamental limitations on the accuracy of MIMO linear models obtained by PEM for systems operating in open loop"
 
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