Non-stationary stochastic embedding for transfer function estimation

DOI10.1016/S0005-1098(01)00186-8zbMath1002.93063MaRDI QIDQ5953540

Julio H. Braslavsky, Graham C. Goodwin, Maria Marta Seron

Publication date: 1 August 2002

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

system identificationfrequency domainrandom walkmultiplicative errorstochastic embeddingstochastic modellingundermodelling errors

Mathematics Subject Classification ID

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

Related Items

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On covariance function tests used in system identification
• Dynamic system identification. Experiment design and data analysis
• A versatile stochastic model of a function of unknown and time varying form
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Comparing different approaches to model error modeling in robust identification
• Quantification of uncertainty in transfer function estimation: A mixed probabilistic-worst-case approach
• Estimation of model quality
• Randomized algorithms for probabilistic robustness with real and complex structured uncertainty
• A stochastic embedding approach for quantifying uncertainty in the estimation of restricted complexity models
• Multivariable feedback design: Concepts for a classical/modern synthesis
• Quantifying the error in estimated transfer functions with application to model order selection
• System identification using Kautz models
• A unifying construction of orthonormal bases for system identification
• 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
• Non-stationary stochastic embedding for transfer function estimation