liu.seSearch for publications in DiVA
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Properties of Non-Parametric Time-Domain Methods for Estimating Transfer Functions
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.
1983 (English)In: Proceedings of the 22nd IEEE Conference on Decision and Control, 1983, 323-324 p.Conference paper, Published paper (Refereed)
Abstract [en]

The problem of estimating the transfer function of a linear, stochastic system is considered. The transfer function is parametrized as a black box and no given order is chosen a priori. This means that the model orders may increase to infinity when the number of observed data tends to infinity. The consistency and convergence properties of the resulting transfer function estimates are investigated. Asymptotic expressions for the variances and distributions of these estimates are also derived for the case that the model orders increase. It is shown that the variance of the transfer function estimate at a certain frequency is asymptotically given by the noise-to-signal-ratio at that frequency multiplied by the number-of-estimated parameters to number-of-data-points-ratio. This result is essentially independent of the model structure used.

Place, publisher, year, edition, pages
1983. 323-324 p.
Keyword [en]
Estimation, Transfer function, Stochastic system, Black box, Convergence properties, Asymptotic expressions, Frequency
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-102239DOI: 10.1109/CDC.1983.269852OAI: oai:DiVA.org:liu-102239DiVA: diva2:675572
Conference
22nd IEEE Conference on Decision and Control, San Antonio, TX, December, 1983
Available from: 2013-12-04 Created: 2013-12-04 Last updated: 2014-02-20

Open Access in DiVA

No full text

Other links

Publisher's full textRelated report

Authority records BETA

Ljung, Lennart

Search in DiVA

By author/editor
Ljung, Lennart
By organisation
Automatic ControlThe Institute of Technology
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric score

doi
urn-nbn
Total: 49 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf