Least-squares estimation of a class of frequency functions: a finite sample variance expression
DOI10.1016/J.AUTOMATICA.2005.12.021zbMATH Open1102.93012OpenAlexW1973493299MaRDI QIDQ856503FDOQ856503
Authors: Håkan Hjalmarsson, Brett Ninness 
Publication date: 7 December 2006
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2005.12.021
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System identification (93B30) Design techniques (robust design, computer-aided design, etc.) (93B51) Stochastic systems in control theory (general) (93E03)
Cites Work
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- Estimation of model quality
- Non-asymptotic quality assessment of generalised FIR models with periodic inputs
Cited In (11)
- On embeddings and inverse embeddings of input design for regularized system identification
- Asymptotic variance expressions for estimated frequency functions
- Accuracy of linear multiple-input multiple-output (MIMO) models obtained by maximum likelihood estimation
- On input design for regularized LTI system identification: power-constrained input
- Variance analysis of identified linear MISO models having spatially correlated inputs, with application to parallel Hammerstein models
- Non-asymptotic model quality assessment of transfer functions at multiple frequency points
- Non-asymptotic confidence regions for model parameters in the presence of unmodelled dynamics
- Convergence analysis of EFOP estimate based on frequency domain smoothing
- Covariance analysis in SISO linear systems identification
- Variance analysis of linear SIMO models with spatially correlated noise
- Variance-error quantification for identified poles and zeros
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