Non-asymptotic model quality assessment of transfer functions at multiple frequency points

• Sangho Ko ^[3] ; Erik Weyer ^[1] ; Marco Claudio Campi ^[2]
  1. [1] University of Melbourne

     University of Melbourne

     Australia

     
  2. [2] Università degli Studi di Brescia

     Università degli Studi di Brescia

     Brescia, Italia

     
  3. [3] Korea Aerospace University;South Korea

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• Localización: Automatica: A journal of IFAC the International Federation of Automatic Control, ISSN 0005-1098, Vol. 60, 2015, págs. 65-78
• Idioma: inglés
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• Resumen

  • In this paper we develop methods for evaluating uncertainties in the frequency response of a dynamical system based on finitely many input–output data points. We extend the “Leave-out Sign-dominant Correlation Regions” (LSCR) algorithm to deliver confidence regions with a guaranteed probability for the frequency response at multiple frequencies, and we introduce a computationally efficient scheme that enables the confidence regions to be constructed frequency by frequency. Simulation examples illustrating the usefulness of the developed algorithm are provided.