Asymptotic variance expressions for identified black-box transfer function models

DOI10.1109/TAC.1985.1104093zbMATH Open0568.93065OpenAlexW2106859076MaRDI QIDQ3686598FDOQ3686598

Authors: Lennart Ljung 

Publication date: 1985

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.1985.1104093

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zbMATH Keywords

transfer functionasymptotic covariance matrixidentification of a linear system

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)

Cited In (46)

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

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