• DocumentCode
    390954
  • Title

    Two measures of variation for non-parametric estimates in closed-loop

  • Author

    Heath, W.P.

  • Author_Institution
    Sch. of Electr. Eng. & Comput. Sci., Newcastle Univ., NSW, Australia
  • Volume
    3
  • fYear
    2002
  • fDate
    10-13 Dec. 2002
  • Firstpage
    2627
  • Abstract
    It is known that non-parametric transfer function estimates in closed-loop often have infinite variance. But the expected value of the absolute value of such estimates is finite, and we propose it as a measure of variation. We also derive and discuss new expressions for the variance when an exclusion zone is introduced around the singularity.
  • Keywords
    closed loop systems; parameter estimation; closed-loop system; nonparametric transfer function estimates; Closed loop systems; Computer science; Ear; Frequency domain analysis; Frequency estimation; Gaussian distribution; Heat transfer; Particle measurements; Probability density function; Transfer functions;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 2002, Proceedings of the 41st IEEE Conference on
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-7516-5
  • Type

    conf

  • DOI
    10.1109/CDC.2002.1184235
  • Filename
    1184235