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Minimizing the Variance of Transfer Function Estimates
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.
1999 (English)In: Proceedings of the 6th St. Petersburg Symposium on Adaptive Systems Theory, 1999, Vol. 1, 194-200 p.Conference paper, Published paper (Refereed)
Abstract [en]

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
1999. Vol. 1, 194-200 p.
Keyword [en]
System identification, Transfer functions, Variance, Model reduction, Closed loop experiments
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-94088OAI: oai:DiVA.org:liu-94088DiVA: diva2:629726
Conference
6th St. Petersburg Symposium on Adaptive Systems Theory, Saint Petersburg, Russia, September, 1999
Available from: 2013-06-17 Created: 2013-06-16 Last updated: 2013-06-17

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Ljung, Lennart

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