Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
The 44th ISCIE International Symposium on Stochastic Systems Theory and Its Applications (Nov. 2012, Tokyo)
A Study of Relation Between Robustness of Parameter Estimation and Model Order in System Identification
Mitsuru MatsubaraSueo Sugimoto
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2013 Volume 2013 Pages 120-124

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Abstract
In this paper, for the purpose of evaluating the degradation level of the performance in application with the parametric model in which the estimated parameters have the disturbance, we consider the relation between the robustness of parameter estimation and the model order. After the application performance cost function is derived, the gradient at the estimated parameter is focused to evaluate the disturbance level of the performance in the application. As a result, in this paper, it is shown that the robustness of parameter estimation is given as 2nd order function of the model order.
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© 2013 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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