conference paper
Identification of a Two-Input System: Variance Analysis
2005
IFAC Proceedings Volumes
This paper examines the identification of a single-output two-input system. Motivated by an experiment design problem(should one excite the two inputs simultaneously or separately), we examine the effect of the (second) input signal on the variance of the various polynomial coefficients in the case of FIR, ARX, ARMAX, OE and BJ models. A somewhat surprising result is to show that the addition of a second input in an ARMAX model reduces the variance of all polynomials estimates.
Type
conference paper
Author(s)
Date Issued
2005
Published in
IFAC Proceedings Volumes
Volume
38
Issue
1
Start page
674
End page
679
URL
Editorial or Peer reviewed
REVIEWED
Written at
EPFL
Event name | Event place | Event date |
Prague | July 4-8, 2005 | |
Available on Infoscience
April 8, 2005
Use this identifier to reference this record