Non-stationary stochastic embedding for transfer function estimation

DOI10.1016/S0005-1098(01)00186-8zbMATH Open1002.93063MaRDI QIDQ5953540FDOQ5953540

Authors: Graham C. Goodwin, Julio H. Braslavsky, María M. Seron 

Publication date: 1 August 2002

Published in: Automatica (Search for Journal in Brave)

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zbMATH Keywords

random walksystem identificationfrequency domainmultiplicative errorstochastic modellingstochastic embeddingundermodelling errors

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24) Frequency-response methods in control theory (93C80)

Cites Work

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• The role of model validation for assessing the size of the unmodeled dynamics
• Robustness analysis tools for an uncertainty set obtained by prediction error identification
• Comparing different approaches to model error modeling in robust identification
• Non-stationary stochastic embedding for transfer function estimation
• Estimation of model quality
• A stochastic embedding approach for quantifying uncertainty in the estimation of restricted complexity models
• Quantification of uncertainty in transfer function estimation: A mixed probabilistic-worst-case approach

Cited In (10)

• On estimation of errors caused by non-linear undermodelling in system identification
• Prediction error identification of linear systems: a nonparametric Gaussian regression approach
• A new kernel-based approach for linear system identification
• From experiment design to closed-loop control
• On the estimation of transfer functions, regularizations and Gaussian processes-revisited
• Comparing different approaches to model error modeling in robust identification
• Non-stationary stochastic embedding for transfer function estimation
• System identification for achieving robust performance
• Set-membership identification and fault detection using a Bayesian framework
• Discussion on: ``Robust control of identified models with mixed parametric and non-parametric uncertainties

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