On the frequency domain accuracy of closed-loop estimates
The paper deals with the closed loop parametric identification of discrete-time linear systems in the frequency domain, assuming a particular class of controllers and white reference as well as white measurement noise signals. The exact variance expressions of frequency response estimates obtained by the prediction error estimation method are utilized and the relationship between the estimation accuracy of direct and indirect approaches is studied for finite model order case. It is shown that for such a case the accuracy of various closed-loop estimation techniques can in general be significantly different and that for indirect methods it depends in addition both on the closed loop configuration and also some choices made by the experimenter (e.g. of pre-filter). Proper theory is presented and validated by simulation examples.
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- scientific article; zbMATH DE number 3826980 (Why is no real title available?)
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- Variance error, interpolation and experiment design
- Variance analysis of linear SIMO models with spatially correlated noise
- Covariance analysis in SISO linear systems identification
- A numerical investigation of direct and indirect closed-loop architectures for estimating nonminimum-phase zeros
- Asymptotic variance expressions for closed-loop identification
- Bias of anticipated non-parametric closed-loop frequency response for controller gain re-tuning
- On the accuracy in errors-in-variables identification compared to prediction-error identification
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