Analysis of a major multi-site epidemiologic study of heart disease has required estimation of the pairwise correlation of several measurements across subpopulations. Because the measurements from each subpopulation were subject to sampling variability, the Pearson product moment estimator of these
ESTIMATION OF OUTPUT ERROR MODELS IN THE PRESENCE OF UNKNOWN BUT BOUNDED DISTURBANCES
β Scribed by GILLES FERRERES; MOHAMMED M'SAAD
- Publisher
- John Wiley and Sons
- Year
- 1997
- Tongue
- English
- Weight
- 383 KB
- Volume
- 11
- Category
- Article
- ISSN
- 0890-6327
No coin nor oath required. For personal study only.
β¦ Synopsis
In the context of set membership identification the feasible parameter set is defined as the set of plant parameters which are consistent with the model structure, the assumptions on (unknown but bounded) disturbances and all available measurements. It appears more convenient in practice to build an outerbounding set, typically an ellipsoid, a parallelotope or an orthotope. This paper describes methods for adjusting set membership techniques, which are only applicable to equation error models, to the case of output error models. A method for building the optimal outer-bounding orthotope is also proposed. Equation error and output error methods are evaluated on the example of the estimation of a missile state space model in the presence of measurement noise and neglected dynamics.
π SIMILAR VOLUMES
## Abstract The use of multiple models for adaptively controlling an unknown continuousβtime linear system was proposed in Narendra and Balakrishnan (__IEEE Transactions on Automatic Control__ 1994; **39**(9):1861β1866). and discussed in detail in Narendra and Xiang (__IEEE Transactions on Automati
We explore the effects of measurement error in a time-varying covariate for a mixed model applied to a longitudinal study of plasma levels and dietary intake of beta-carotene. We derive a simple expression for the bias of large sample estimates of the variance of random effects in a longitudinal mod