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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)In: Proceedings of the 36th IEEE Conference on Decision and Control, 1997, 2435-2440 p.Conference paper, Published paper (Refereed)
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
1997. 2435-2440 p.
Keyword [en]
Closed Loop Identification, Parameter estimation, Statistical analysis
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-91581DOI: 10.1109/CDC.1997.657521ISBN: 0-7803-4187-2 (print)OAI: oai:DiVA.org:liu-91581DiVA: diva2:624993
Conference
36th IEEE Conference on Decision and Control, San Diego, CA, USA, December, 1997
Available from: 2013-06-03 Created: 2013-04-28 Last updated: 2013-06-03

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Ljung, Lennart

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