Minimizing the Variance of Transfer Function Estimates
2002 (English)Report (Other academic)
An overview of central model quality results is given. The focus is on the variance of transfer functions. We look in particular into two questions: (1) Can the variance be smaller than that obtained by direct prediction error/output error? and (2) Can closed loop experiments give estimates with lower variance than open loop ones? The answer to both questions is yes.
Place, publisher, year, edition, pages
Linköping: Linköping University Electronic Press, 2002. , 8 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2304
System identification, Transfer functions, Variance, Model reduction, Closed loop experiments
IdentifiersURN: urn:nbn:se:liu:diva-55749ISRN: LITH-ISY-R-2304OAI: oai:DiVA.org:liu-55749DiVA: diva2:316591