Identification of a two-input system: variance analysis
| Authors: | Gevers Michel, Université catholique de Louvain, Belgium
Miskovic Ljubisa, Ecole Polytechnique Fédérale de Lausanne (EPFL), Switzerland
Bonvin Dominique, Ecole Polytechnique Fédérale de Lausanne (EPFL), Switzerland
Karimi Alireza, Ecole Polytechnique Fédérale de Lausanne (EPFL), Switzerland |
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| Topic: | 1.1 Modelling, Identification & Signal Processing |
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| Session: | Experiment Design |
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| Keywords: | Identification, variance analysis, input design |
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Abstract
This paper examines the identification of a single-output two-input system. Motivated by an experiment design problem (should one excite the two inputs simultaneously or separately), we examine the effect of the (second) input signal on the variance of the various polynomial coefficients in the case of FIR, ARX, ARMAX, OE and BJ models. A somewhat surprising result is to show that the addition of a second input in an ARMAX model reduces the variance of all polynomials estimates.
