Variance analysis for identification of cascade systems

The objective of this contribution is to analyze statistical properties of estimated models of cascade systems. Models of such systems are important in for example cascade control applications. Recent research shows that identification of two cascaded linear systems, where the true transfer functions are identical, has to some fundamental limitations in terms of statistical performance. The main result is that in this case the output from the second system will not affect the quality of the estimated model of the first subsystem. The objective of this paper is to extends this result to the case where the two transfer functions are not identical but have some common dynamics. We will also study the case of multiple cascaded systems. The main result is that the statistical performance separation results also extend to these cases given that some dynamics are common.

• Type: Conference
• Year: 2008
• Where: CDC
• Authors: Bo Wahlberg, Håkan Hjalmarsson, Jonas Mårtensson
• Keywords: CDC 2008, Control Systems, Example Cascade Control, Statistical Performance, Transfer Functions