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
Link To Document