Estimating Continuous-Time Models from Discrete-Time Data

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Questions and Answers

What does the signal-to-noise ratio (SNR) quantify?

  • The true response of the system
  • The overfitting of the model
  • The output y[k] and the input u[k] of a system
  • The relative contributions of deterministic excitation and random variations (correct)

Why is having a good SNR critical to obtaining reliable parameter estimates?

  • To strengthen the contribution of the input u[k]
  • To minimize the overfitting of the model
  • To minimize the impact of noise on parameter estimation (correct)
  • To explain variations in the output y[k]

What is the relationship between the output y[k] and the input u[k] of a system?

  • $y_k = b1 u_k + b0$ (correct)
  • $y_k = b1 u_k - b0$
  • $y_k = b1 - b0 u_k$
  • $y_k = b1 + b0 u_k$

Which parameter estimates depend on the signal-to-noise ratio (SNR)?

<p>$b1$ and $b0$ (D)</p> Signup and view all the answers

What contributes to overfitting of a model?

<p>Over-specifying the complexity of the deterministic portion (A)</p> Signup and view all the answers

When does overfitting occur?

<p>When the model is trained to capture the 'local' features of the data (C)</p> Signup and view all the answers

What happens if a significant portion of the variations in the measurement is due to noise?

<p>$u[k]$ weakens in its contribution to parameter estimation (A)</p> Signup and view all the answers

Which parameter can be uniquely estimated out of 𝒃𝟏, 𝒃𝟐 and 𝒃𝟑?

<p>$b1$ and $b0$ (D)</p> Signup and view all the answers

What does overfitting occur due to?

<p>'Local' features of the data (A)</p> Signup and view all the answers

What does having a good SNR enable for parameter estimation?

<p>Minimizes noise in measurement (B)</p> Signup and view all the answers

Parametric models are characterized by a large number of parameters.

<p>False (B)</p> Signup and view all the answers

Non-parametric models require a priori knowledge for estimation.

<p>False (B)</p> Signup and view all the answers

Convolution models are examples of non-parametric models.

<p>True (A)</p> Signup and view all the answers

Non-parametric models have a specific structure and order.

<p>False (B)</p> Signup and view all the answers

Parametric models can be estimated with minimal a priori knowledge.

<p>False (B)</p> Signup and view all the answers

The distinction between non-parametric and parametric models is based on the number of unknowns.

<p>False (B)</p> Signup and view all the answers

An impulse response model assumes no assumption about the 'structure' of the model.

<p>True (A)</p> Signup and view all the answers

The impulse response model is an example of a parametric model.

<p>False (B)</p> Signup and view all the answers

Non-parametric models are characterized by fewer parameters.

<p>False (B)</p> Signup and view all the answers

All discrete-time linear time-invariant systems can be described by the difference equation.

<p>True (A)</p> Signup and view all the answers

The model 𝑦[𝑘, ො 𝜃] = 𝜃1 𝜃2 𝑢[𝑘] is globally identifiable at all points in the space.

<p>False (B)</p> Signup and view all the answers

If the model is re-parametrized in terms of a single parameter 𝛽 = 𝜃1 𝜃2, then the model becomes identifiable at all points in the space.

<p>True (A)</p> Signup and view all the answers

The consistency of an estimator is also known as the asymptotic property of the estimator.

<p>True (A)</p> Signup and view all the answers

Dynamic models have limited applicability compared to steady-state models.

<p>False (B)</p> Signup and view all the answers

Model identifiability depends on the experimental conditions and the existence of a unique mapping between the model and the parameters being estimated.

<p>True (A)</p> Signup and view all the answers

Non-parametric models require a large amount of a priori knowledge for estimation.

<p>False (B)</p> Signup and view all the answers

Re-parametrization of a model from a higher-dimensional to a lower-dimensional parameter space can worsen identifiability for that model.

<p>False (B)</p> Signup and view all the answers

The sinusoidal input 𝑢[𝑘] = sin(2𝜋(0.1)𝑘) is applied to the system, resulting in the output 𝑦[𝑘] = 𝑏1 sin(𝜔0 𝑘 − 𝜑) + 𝑏2 sin(𝜔0 𝑘 − 2𝜑) + 𝑏3 sin(𝜔0 𝑘 − 3𝜑).

<p>True (A)</p> Signup and view all the answers

It is possible to uniquely recover 𝑏1, 𝑏2, and 𝑏3 from 𝑏ሖ1 and 𝑏ሖ3 when a sinusoid of single frequency is applied to the system.

<p>False (B)</p> Signup and view all the answers

With a sinusoid of single frequency, all three explanatory variables 𝑢[𝑘 − 1], 𝑢[𝑘 − 2], and 𝑢[𝑘 − 3] are unique.

<p>False (B)</p> Signup and view all the answers

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