Asymptotic variance expressions for estimated frequency functions
DOI10.1109/9.975472zbMATH Open1008.93064OpenAlexW2099662528WikidataQ59591972 ScholiaQ59591972MaRDI QIDQ4540264FDOQ4540264
Authors: Lennart Ljung, Liang-Liang Xie 
Publication date: 21 July 2002
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.975472
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Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Frequency-response methods in control theory (93C80)
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- 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
- Assessing the quality of identified models through the asymptotic theory -- when is the result reliable?
- Data-driven model reference control design by prediction error identification
- On the frequency domain accuracy of closed-loop estimates
- Covariance analysis in SISO linear systems identification
- Variance-error quantification for identified poles and zeros
- 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
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