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On the Variance of Recursive Transfer Function Estimates of Systems with FIR-Structure
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1986 (English)In: Proceedings of the 25th IEEE Conference on Decision and Control, 1986, 2029-2030 p.Conference paper, Published paper (Refereed)
Abstract [en]

The variance of recursive transfer function estimates for systems with finite impulse response structure is studied. Expressions for the variance are derived using asymptotic methods. The variance expressions explicitly show the influence of step length, input spectrum, noise variance, parameter variations and model order.

Place, publisher, year, edition, pages
1986. 2029-2030 p.
Keyword [en]
Asymptotic, Step length, Input spectrum, Noise variance, Parameter variation, Model order
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-100652DOI: 10.1109/CDC.1986.267392OAI: oai:DiVA.org:liu-100652DiVA: diva2:663251
Conference
25th IEEE Conference on Decision and Control, Athens, Greece, 10-12 December, 1986
Available from: 2013-11-11 Created: 2013-11-11 Last updated: 2013-11-11

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Gunnarsson, Svante

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