14th IFAC Symposium on System Identification, SYSID 2006

SYSID-2006 Paper Abstract


Paper FrA2.6

Kollár, István (Budapest Univ. of Tech. and Econ.), Pintelon, Rik (Vrije Univ. Brussel), Schoukens, Johan (Vrije Univ. Brussel)

Correlation Test of Residual Errors in Frequency Domain System Identification

Scheduled for presentation during the Regular Session "Model Error Quantification and Model Validation" (FrA2), Friday, March 31, 2006, 12:10−12:30, Banquet Room

14th IFAC Symposium on System Identification, March 29 - 31, 2006, Newcastle, Australia

This information is tentative and subject to change. Compiled on July 16, 2018

Keywords Model Validation, Frequency Domain Identification


Residual errors (deviations between measurements and system models) can be caused by several reasons: observation/process noise, nonlinear products, system transients, unmodelled dynamics, etc. The first two cannot be explained by linear models, the latter two can. Identification procedures can be stopped when the latter are not present in a reasonable size model. Therefore, we need to distinguish among these error sources.

This paper analyses components of the residual errors, and suggests a simple automatic method to effectively suppress system transients and unmodelled dynamics. This allows robust noise analysis, and reliable model validation. The method is based on different properties of the error sequences in the frequency domain, without the need of separate observation noise analysis or of "full-blown" nonlinear analysis.