Issues in Closed-Loop Identification
1997 (English)Report (Other academic)
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. By studying the asymptotic variance for the parameter vector estimates we show that indirect methods fail to give better accuracy than the direct method. Some new results for bias distribution in closed-loop experiments will also be presented. It is also shown how different methods correspond to different parameterizations and how direct and indirect identification can be linked together via the noise model
Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 1997. , 16 p.
LiTH-ISY-R, ISSN 1400-3902 ; 1940
System theory, Asymptotic variance expressions
IdentifiersURN: urn:nbn:se:liu:diva-55383ISRN: LITH-ISY-R-1940OAI: oai:DiVA.org:liu-55383DiVA: diva2:316000