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On the Variance of Recursive Transfer Function Estimates with FIR-Structure
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1987 (English)Report (Other academic)
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
Linköping: Linköping University , 1987. , 2 p.
Series
LiTH-ISY-I, ISSN 8765-4321 ; 876
Keyword [en]
Asymptotic, Step length, Input spectrum, Noise variance, Parameter variation, Model order
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-104161OAI: oai:DiVA.org:liu-104161DiVA: diva2:694891
Available from: 2014-02-08 Created: 2014-02-08 Last updated: 2014-02-08

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Gunnarsson, Svante

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