Title :
On the variance of recursive transfer function estimates of systems with FIR-structure
Author_Institution :
Link??ping University, Link??ping, Sweden
Abstract :
The variance of recursive transfer function estimates for systems with finite impulse response structure is studied. Expressions for the variance are derived using asymptotic methods. The variance expressions explicitly show the influence of step length, input spectrum, noise variance, parameter variations and model order.
Keywords :
Automatic control; Kalman filters; Recursive estimation; Resonance light scattering; Transfer functions;
Conference_Titel :
Decision and Control, 1986 25th IEEE Conference on
Conference_Location :
Athens, Greece
DOI :
10.1109/CDC.1986.267392
