Bias of indirect non-parametric transfer function estimates for plants in closed loop

DOI10.1016/S0005-1098(01)00105-4MaRDI QIDQ5947624zbMATH OpenOpenAlexFDO

Authors William P. Heath

Publication date 10 April 2002

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0005-1098(01)00105-4

zbMATH Keywords

biasclosed loop identificationfrequency responseindirect transfer function estimatesnon-parametric identificationspectral estimation

Mathematics Subject Classification ID

System identification (93B30) Frequency-response methods in control theory (93C80)

Review text

The paper is devoted to non-parametric indirect transfer function estimates for plants in closed-loop. An expression for the bias of the indirect estimates is derived. It is shown that under some mild assumptions the variance of such estimates is infinite. Further it is shown how such expressions can be applied to spectral and empirical transfer function estimates with finite data. The estimates with hard bound are also considered. The obtained results are illustrated on the base of simulations. In particular it is shown that the results seem also to be applicable to joint input-output estimates.

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Cites work

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• scientific article; zbMATH DE number 4207908 (Why is no real title available?)
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Cited in

(8)

• An indirect method for transfer function estimation from closed loop data
• Unfalsified plant model parameterization from closed-loop experimental data
• The variation of non-parametric estimates in closed-loop.
• Relations between uncertainty structures in identification for robust control
• Identification of parametric models with a priori knowledge of process properties
• Controlling aliased dynamics in motion systems? An identification for sampled-data control approach
• Bias of anticipated non-parametric closed-loop frequency response for controller gain re-tuning
• A virtual closed loop method for closed loop identification

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