Mean square error of the empirical transfer function estimator for stochastic input signals.

DOI10.1016/j.automatica.2003.08.007zbMath1043.93064OpenAlexW2039847126MaRDI QIDQ1426268

Piet M. T. Broersen

Publication date: 14 March 2004

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2003.08.007

zbMATH Keywords

system identificationasymptotic accuracymean square errorfrequency responseEmpirical Transfer Function EstimatorETFEstochastic realization of the input

Mathematics Subject Classification ID

System identification (93B30) Identification in stochastic control theory (93E12) Realizations from input-output data (93B15)

Cites Work

• On the estimation of transfer functions
• Quantification of uncertainty in transfer function estimation: A mixed probabilistic-worst-case approach
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