- Title
- Finite sample properties of indirect nonparametric closed-loop identification
- Creator
- Welsh, James S.; Goodwin, Graham C.
- Relation
- IEEE Transactions on Automatic Control Vol. 47, Issue 8, p. 1277-1292
- Publisher Link
- http://dx.doi.org/10.1109/TAC.2002.800768
- Publisher
- Institute of Electrical and Electronics Engineers (IEEE)
- Resource Type
- journal article
- Date
- 2002
- Description
- This paper presents new results on the properties of indirect nonparametric estimation using closed-loop data. Specific results developed include finite sample bias and variance. We show that previous asymptotic results hold only when the signal-to-noise ratio is large. We develop an expression which holds generally and which departs significantly from the known asymptotic results. Simulations are presented which substantiate the validity of the general expression.
- Subject
- closed-loop systems; frequency response; identification; linear systems
- Identifier
- uon:1471
- Identifier
- http://hdl.handle.net/1959.13/27216
- Identifier
- ISSN:0018-9286
- Rights
- Copyright © 2002 IEEE. Reprinted from IEEE Transactions on Automatic Control, Vol. 47, Issue 8, p. 1277-1292. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of the University of Newcastle's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to pubs-permissions@ieee.org. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.
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