A note on transfer function model specification with noisy closed-loop input data

DOI10.1002/ASMB.821MaRDI QIDQ3103164zbMATH OpenOpenAlexFDO

Authors Johannes Ledolter

Publication date 26 November 2011

Published in Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/asmb.821

zbMATH Keywords

time series modelingfeedbackcross-covarianceproportional-integral-derivative control

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Controllability, observability, and system structure (93B99)

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• Improved closed loop identification of transfer function model for unstable systems

Cites work

• Closed-loop identification revisited
• Parameter Estimation with Closed-Loop Operating Data
• The Analysis of Closed-Loop Dynamic-Stochastic Systems

Cited in

(2)

• On validating closed-loop behaviour from noisy frequency-response measurements
• Transfer function estimation from noisy input and output data

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