Title :
Two measures of variation for non-parametric estimates in closed-loop
Author_Institution :
Sch. of Electr. Eng. & Comput. Sci., Newcastle Univ., NSW, Australia
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;
Conference_Titel :
Decision and Control, 2002, Proceedings of the 41st IEEE Conference on
Print_ISBN :
0-7803-7516-5
DOI :
10.1109/CDC.2002.1184235
