Asymptotic variance expressions for identified black-box transfer function models
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Cited in
(47)- Variance-error quantification for identified poles and zeros
- Unprejudiced optimal open loop input design for identification of transfer functions
- On the estimation of transfer functions
- On the worst-case divergence of the least-squares algorithm
- Augmented infinitesimal perturbation analysis: An alternate explanation
- Recusrsive prediction error identification using the nonlinear Wiener model
- Stationary IPA estimates for nonsmooth \(G/G/1/\infty\) functionals via Palm inversion and level-crossing analysis
- The information matrix of multiple-input single-output time series models
- Automatic tuning of PID controllers based on transfer function estimation
- Uncertainty of transfer function modelling using prior estimated noise models
- Optimal closed-loop identification test design for internal model control
- \(L_{2}\) model reduction and variance reduction
- Estimation of an N-L-N Hammerstein-Wiener model
- Identification of symmetric noncausal processes
- From experiment design to closed-loop control
- Sensitivity analysis and optimization of stochastic Petri nets
- Quantifying the accuracy of Hammerstein model estimation
- Quantification of uncertainty in transfer function estimation: A mixed probabilistic-worst-case approach
- Estimation of model quality
- Some results on optimal experiment design
- Identification of ARX systems with non-stationary inputs -- asymptotic analysis with application to adaptive input design
- Analysis of over-sampling based identification
- Closed loop experiment design for linear time invariant dynamical systems via LMIs
- On the frequency domain accuracy of closed-loop estimates
- Identification for control: from the early achievements to the revival of experiment design
- Information matrix and D-optimal design with Gaussian inputs for Wiener model identification
- Black-box identification of multivariable transfer functions—asymptotic properties and optimal input design
- Black-box identification of mimo transfer functions: Asymptotic properties of prediction error models
- Asymptotic properties of black-box identification of transfer functions
- Frequency domain accuracy of recursively identified ARX models
- Asymptotic properties of the least-squares method for estimating transfer functions and disturbance spectra
- Accuracy of linear multiple-input multiple-output (MIMO) models obtained by maximum likelihood estimation
- ESTIMATION OF AUTOREGRESSIVE MOVING-AVERAGE MODELS VIA HIGH-ORDER AUTOREGRESSIVE APPROXIMATIONS
- Asymptotic variance expressions for estimated frequency functions
- Variance analysis of identified linear MISO models having spatially correlated inputs, with application to parallel Hammerstein models
- System identification of complex and structured systems
- Variance error, interpolation and experiment design
- Variance analysis of linear SIMO models with spatially correlated noise
- Covariance analysis in SISO linear systems identification
- Robust Nyquist array analysis based on uncertainty descriptions from system identification.
- The cost of complexity in system identification: the output error case
- For model-based control design, closed-loop identification gives better performance
- Assessing the quality of identified models through the asymptotic theory -- when is the result reliable?
- Conditions when minimum variance control is the optimal experiment for identifying a minimum variance controller
- Identification of multi-input systems: variance analysis and input design issues
- Least-squares estimation of a class of frequency functions: a finite sample variance expression
- Identification for control: Optimal input intended to identify a minimum variance controller
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