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Variance Analysis of Parallel Hammerstein Models
KTH, School of Electrical Engineering (EES), Automatic Control.
2012 (English)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesis
Abstract [en]

In this thesis we generalize some recent results on variance analysis of Hammerstein models. A variance formula for an arbitrary number of parallel blocks is derived. This expression shows that the variance increases in one block due to the estimation of parameters in other blocks but levels off when the number of parameters in other blocks reach the number of parameters in that block. As a second contribution, the problem of how to design the input so that the identification process leads to a more accurate model is considered. In other words, how to choose the input signal so that the model error described previously is minimized, is studied. The investigations show that the optimal input probability density function has a surprisingly simple format. In summary, some of the derived results can be used directly in practice, while some might be used for further research.

Place, publisher, year, edition, pages
2012. , 50 p.
Series
EES Examensarbete / Master Thesis, XR-EE-RT 2012:007
National Category
Electrical Engineering, Electronic Engineering, Information Engineering Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-102169OAI: oai:DiVA.org:kth-102169DiVA: diva2:551153
Uppsok
Technology
Examiners
Available from: 2012-09-10 Created: 2012-09-10 Last updated: 2012-09-10Bibliographically approved

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XR-EE-RT_2012-007_Pouria Ramazi(1312 kB)182 downloads
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CiteExportLink to record
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Citation style
  • apa
  • ieee
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  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
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  • Other locale
More languages
Output format
  • html
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