Abstract
This paper considers, in the context of Errors-in-Variables identification schemes, the Frisch scheme where a whole family of data-compatible models can be selected. A simple criterion to select a model which minimizes the one-step-ahead prevision error is then developed for applications where this performance is more important than the accuracy in the description of the process behind the data. The results of several simulations are then proposed to evaluate the criterion behaviour.
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References
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© 1993 Springer Science+Business Media New York
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Guidorzi, R.P., Stoian, A. (1993). Identification of Data-Compatible Models for Control Applications. In: Kárný, M., Warwick, K. (eds) Mutual Impact of Computing Power and Control Theory. Springer, Boston, MA. https://doi.org/10.1007/978-1-4615-2968-2_14
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DOI: https://doi.org/10.1007/978-1-4615-2968-2_14
Publisher Name: Springer, Boston, MA
Print ISBN: 978-1-4613-6291-3
Online ISBN: 978-1-4615-2968-2
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