Asymptotic variance expressions for closed-loop identification

DOI10.1016/S0005-1098(01)00015-2zbMath1153.93520WikidataQ59591969 ScholiaQ59591969MaRDI QIDQ5936372

Van den Hof, Paul M. J., Michel Gevers, Lennart Ljung

Publication date: 16 January 2002

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

System identification; Asymptotic variance expressions, Prediction error methods; Closed-loop identification; Model-based control design

Mathematics Subject Classification ID

93B51: Design techniques (robust design, computer-aided design, etc.)

93E10: Estimation and detection in stochastic control theory

93E12: Identification in stochastic control theory