A note on transfer function model specification with noisy closed-loop input data

DOI10.1002/ASMB.821zbMATH Open1226.62082OpenAlexW4245306302MaRDI QIDQ3103164

Johannes Ledolter

Publication date: 26 November 2011

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.821

zbMATH Keywords

feedbackcross-covariancetime series modelingproportional-integral-derivative control

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Controllability, observability, and system structure (93B99)

Cites Work

• Closed-loop identification revisited
• The Analysis of Closed-Loop Dynamic-Stochastic Systems
• Parameter Estimation with Closed-Loop Operating Data

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Transfer function estimation from noisy input and output data ⋮ On validating closed-loop behaviour from noisy frequency-response measurements

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