Recent developments in science and engineering have motivated control systems to be considered as interconnected and networked systems. From a system identification point of view, modelling of a local module in such a structured system is a relevant and interesting problem. This work focuses on the quality, in terms of variance, of an estimate of a local module. We analyse which predictor input signals are relevant and contribute to variance reduction, while still guaranteeing the consistency of the estimate. For a targeted local module, a comparison of its estimate variance is made between a full-MISO approach and an immersed network setting, where a reduced number of inputs is used, while still guaranteeing consistency. A case study of a four-node network is considered and it is shown that a smaller set of predictor inputs can, under some conditions, result in a smaller variance compared to the full-MISO approach.
@article{arxiv.1804.10389,
title = {Local module identification in dynamic networks: do more inputs guarantee smaller variance?},
author = {M. Mohsin Siraj and Max G. Potters and Paul M. J. Van den Hof},
journal= {arXiv preprint arXiv:1804.10389},
year = {2018}
}