Non-stationary stochastic embedding for transfer function estimation
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Publication:5953540
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Cites work
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- scientific article; zbMATH DE number 3997615 (Why is no real title available?)
- scientific article; zbMATH DE number 3395169 (Why is no real title available?)
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- Design and analysis of computer experiments. With comments and a rejoinder by the authors
- Dynamic system identification. Experiment design and data analysis
- Estimation of model quality
- Multivariable feedback design: Concepts for a classical/modern synthesis
- Non-stationary stochastic embedding for transfer function estimation
- On covariance function tests used in system identification
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- Quantifying the error in estimated transfer functions with application to model order selection
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- Robustness analysis tools for an uncertainty set obtained by prediction error identification
- System identification using Kautz models
- The role of model validation for assessing the size of the unmodeled dynamics
Cited in
(10)- Discussion on: ``Robust control of identified models with mixed parametric and non-parametric uncertainties
- Prediction error identification of linear systems: a nonparametric Gaussian regression approach
- On estimation of errors caused by non-linear undermodelling in system identification
- Non-stationary stochastic embedding for transfer function estimation
- System identification for achieving robust performance
- From experiment design to closed-loop control
- On the estimation of transfer functions, regularizations and Gaussian processes-revisited
- Set-membership identification and fault detection using a Bayesian framework
- A new kernel-based approach for linear system identification
- Comparing different approaches to model error modeling in robust identification
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