Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Guaranteed simulation error bounds for linear time invariant systems
  identified from data   This is a technical report that extends and clarifies the results presented
in [1]. The model identification problem for asymptotically stable linear time
invariant systems is considered. The system output is affected by an additive
noise with unknown bound, and a finite set of data is available for parameter
estimation. The goal is to derive a model with guaranteed simulation error
bounds for all predicted time steps, up to a finite horizon of choice. This is
achieved in three steps. At first, the noise bound, system order, and impulse
response decay rate are estimated from data. Then, the estimated quantities are
used to refine the sets of all possible multi-step predictors compatible with
data and prior assumptions (Feasible Parameter Sets, FPSs). The FPSs allow one
to derive, in a Set Membership framework, guaranteed error bounds for any given
multi-step predictor, including the one obtained by simulating the system
model. Finally, the wanted model parameters are identified by numerical
optimization, imposing the constraints provided by the FPSs and using one of
two proposed optimality criteria, namely to minimize the worst-case error bound
over the considered simulation horizon, or to minimize a standard simulation
error criterion. Numerical simulations illustrate the validity of the approach.

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The categories of this paper are: cond-mat
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The categories of this paper are: mtrl-th
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The categories of this paper are: funct-an
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The categories of this paper are: math-ph
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The categories of this paper are: comp-gas
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The categories of this paper are: hep-lat
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The categories of this paper are: econ
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The categories of this paper are: quant-ph
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The categories of this paper are: nucl-ex
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The categories of this paper are: hep-ph
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The categories of this paper are: chem-ph
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The categories of this paper are: cs
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The categories of this paper are: physics
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The categories of this paper are: dg-ga
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The categories of this paper are: cmp-lg
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The categories of this paper are: eess