Title :
Variance results for closed-loop identification methods
Author :
Ljung, Lennart ; Forssell, Urban
Author_Institution :
Dept. of Electr. Eng., Linkoping Univ., Sweden
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;
Conference_Titel :
Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
Conference_Location :
San Diego, CA
Print_ISBN :
0-7803-4187-2
DOI :
10.1109/CDC.1997.657521
