VARIANCE ASPECTS OF L2-MODEL REDUCTION WHEN UNDERMODELING – THE OUTPUT ERROR CASE
نویسندگان
چکیده
منابع مشابه
Variance Aspects of L2-model Reduction When Undermodeling - the Output Error Case
In this contribution, variance properties of L2 model reduction are studied. That is, given an estimated model of high order we study the resulting variance of an L2 reduced approximation. The main result of the paper is showing that estimating a low order output error (OE) model via L2 model reduction of a high order model gives a smaller variance compared to estimating a low order model direc...
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ژورنال
عنوان ژورنال: IFAC Proceedings Volumes
سال: 2002
ISSN: 1474-6670
DOI: 10.3182/20020721-6-es-1901.00455