DocumentCode
2841922
Title
Variance results for closed-loop identification methods
Author
Ljung, Lennart ; Forssell, Urban
Author_Institution
Dept. of Electr. Eng., Linkoping Univ., Sweden
Volume
3
fYear
1997
fDate
10-12 Dec 1997
Firstpage
2435
Abstract
We study the statistical properties of a number of closed-loop identification methods and parameterizations. The focus is on asymptotic variance expressions for these methods and by studying the asymptotic variance for the parameter vector estimates we show that indirect methods fail to give better accuracy than the direct method
Keywords
autoregressive moving average processes; closed loop systems; parameter estimation; statistical analysis; asymptotic variance; closed-loop identification methods; direct method; indirect methods; parameter vector estimates; variance results; Books; Control design; Control systems; Delay; Error correction; Noise shaping; Predictive models; Regulators; Vehicles; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location
San Diego, CA
ISSN
0191-2216
Print_ISBN
0-7803-4187-2
Type
conf
DOI
10.1109/CDC.1997.657521
Filename
657521
Link To Document