Samenvatting
In this work we consider the estimation of the impulse response of a linear dynamic system. When collecting a large amount of data represents an expensive and time-consuming procedure, an accurate estimate needs to be extracted based on a short input/output data record. Well-tuned regularization methods are getting popular to improve the impulse response estimates in this and other situations, by reducing the model variance. Although it is commonly believed that the beneficial impact of regularization is mainly evident for short data records, in this poster it will be shown that this is also the case when a large amount of data is available. This surprising result is illustrated by Monte Carlo simulations comparing regularization and standard least squares.
| Originele taal-2 | English |
|---|---|
| Titel | Presentation of poster at ERNSI 2014, European Research Network on System Identification, Oostende, Belgium, September 21-24, 2014 |
| Status | Published - 21 sep. 2014 |
| Evenement | ERNSI 2014 - Thermae Palace Hotel, Ostend, Belgium Duur: 21 sep. 2014 → 24 sep. 2014 |
Workshop
| Workshop | ERNSI 2014 |
|---|---|
| Periode | 21/09/14 → 24/09/14 |
| Ander | Modelling of dynamical systems is fundamental in almost all disciplines of science and engineering, ranging from life science to plant-wide process control. Engineering uses models for the design and analysis of complex technical systems. System identification concerns the construction, estimation and validation of mathematical models of dynamical physical or engineering phenomena from experimental data. This is the 23rd version of the European Workshop on System Identification, the first one being held in Saint-Malo in 1992. All through these years the workshop has maintained the scope of bringing together European researchers in the area of System Identification, in an informal setting that gives ample opportunities for participants to meet. The workshop program is composed of lectures from invited speakers, lectures from members of the ERNSI community, and poster presentations by -particularly- the PhD students and postdocs that are active in the network. |