Abstract

An analysis of the effects of the identification errors for a model obtained using the least squares method is presented. A model of the statistical errors in the parameter estimation is introduced and the representative (in a probabilistic sense) set of process models is defined. The possibility of evaluating the extremal values of the dynamical properties (gain and frequency characteristics) using vertices of the representative set is considered. The analysis for the MA and ARMA models of process is performed. The effective estimations are derived and an application of the error analysis is described using an example of the third-order linear time-delay system.

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