An alternative regularisation technique in closed loop non-parametric frequency domain system identification

There has recently been interest in the properties of closed loop non-parametric system identification in the frequency domain. Most of this work has been focused on asymptotic results. Recently, the associated finite sample properties were analysed and expressions obtained for arbitrary signal to noise ratios. To obtain these results an exclusion zone was utilised as a form of regularisation to overcome an inherent singularity in the indirect method of identification. Here we use an alternative technique for regularization to examine these properties and show that, not surprisingly, the results are qualitatively independent of the regularisation method.