On the estimation of transfer functions

DOI10.1016/0005-1098(85)90042-1zbMath0585.93061OpenAlexW3023276993MaRDI QIDQ1071724

Lennart Ljung

Publication date: 1985

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(85)90042-1

zbMATH Keywords

spectral analysisfrequency analysisestimation of transfer functionstime domain prediction error methods

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and spectral analysis (62M15) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12) Probabilistic methods for one variable harmonic analysis (42A61)

Related Items (12)

Quantification of uncertainty in transfer function estimation: A mixed probabilistic-worst-case approach ⋮ Transfer function and transient estimation by Gaussian process regression in the frequency domain ⋮ On the estimation of transfer functions, regularizations and Gaussian processes-revisited ⋮ A dual-rate adaptive digital Smith predictor ⋮ Identification of port-Hamiltonian systems from frequency response data ⋮ Identification of MIMO continuous-time models by indirect methods ⋮ Mean square error of the empirical transfer function estimator for stochastic input signals. ⋮ On identification of stable systems and optimal approximation ⋮ Robust identification of continuous systems with dead-time from step responses ⋮ Continuous wavelet based linear time-varying system identification ⋮ Robust approximate modelling of stable linear systems† ⋮ A frequency-domain estimator for use in adaptive control systems

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