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Variance Results for Closed-Loop Identification Methods
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1997 (English)Report (Other academic)
Abstract [en]

In this contribution we study the statistical properties of a number of closed-loop identification methods and parameterizations. A focus will be on asymptotic variance expressions for these methods and by studying the asymptotic variance for the parameter vector estimates we show that indirect methods fail to give better accuracy than the direct method.

Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 1997. , 7 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 1976
Keyword [en]
System theory
Keyword [sv]
Reglerteori, Systemteori
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55399ISRN: LiTH-ISY-R-1976OAI: oai:DiVA.org:liu-55399DiVA: diva2:315981
Available from: 2010-04-29 Created: 2010-04-29 Last updated: 2014-09-18Bibliographically approved

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Ljung, Lennart

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CiteExportLink to record
Permanent link

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Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf