Least-squares estimation of a class of frequency functions: a finite sample variance expression
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Publication:856503
DOI10.1016/j.automatica.2005.12.021zbMath1102.93012OpenAlexW1973493299MaRDI QIDQ856503
Håkan Hjalmarsson, Brett Ninness
Publication date: 7 December 2006
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2005.12.021
System identification (93B30) Design techniques (robust design, computer-aided design, etc.) (93B51) Stochastic systems in control theory (general) (93E03)
Related Items (10)
Convergence analysis of EFOP estimate based on frequency domain smoothing ⋮ Accuracy of linear multiple-input multiple-output (MIMO) models obtained by maximum likelihood estimation ⋮ Non-asymptotic model quality assessment of transfer functions at multiple frequency points ⋮ On input design for regularized LTI system identification: power-constrained input ⋮ Variance analysis of identified linear MISO models having spatially correlated inputs, with application to parallel Hammerstein models ⋮ Variance analysis of linear SIMO models with spatially correlated noise ⋮ Covariance analysis in SISO linear systems identification ⋮ Non-asymptotic confidence regions for model parameters in the presence of unmodelled dynamics ⋮ Variance-error quantification for identified poles and zeros ⋮ On embeddings and inverse embeddings of input design for regularized system identification
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