Abstract
Classical system identification methods result in an identified parametric plant and noise model. Due to modelling errors, the estimated variance of the plant model can fail completely to give a reasonable idea of the amplitude of the model errors while this is not detected at all in the validation test. A robust method is presented to validate the parametric variance estimate, and to indicate the reliable frequency bands where the estimated variance can be safely used as an indication of the remaining model errors. Outside these bands the model is unreliable (neither validated or invalidated).
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