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On the frequency domain accuracy of closed-loop estimates
University of Newcastle.
KTH, School of Electrical Engineering (EES), Automatic Control.ORCID iD: 0000-0002-9368-3079
2005 (English)In: Automatica, ISSN 0005-1098, Vol. 41, no 7, 1109-1122 p.Article in journal (Refereed) Published
Abstract [en]

It has been argued that the frequency domain accuracy of high model-order estimates obtained on the basis of closed-loop data is largely invariant to whether direct or indirect approaches are used. The analysis underlying this conclusion has employed variance expressions that are asymptotic both in the data length and the model order, and hence are approximations when either of these are finite. However, recent work has provided variance expressions that are exact for finite (possibly low) model order, and hence can potentially deliver more accurate quantification of estimation accuracy. This paper, and a companion one, revisits the study of identification from closed-loop data in light of these new quantifications and establishes that, under certain assumptions, there can be significant differences in the accuracy of frequency response estimates. These discrepencies are established here and in the companion paper to be dependent on what type of direct, indirect or joint input-output identification strategy is pursued.

Place, publisher, year, edition, pages
2005. Vol. 41, no 7, 1109-1122 p.
Keyword [en]
parameter estimation, system identification, asymptotic variance expressions, error identification framework, controller validation, model validation
National Category
Control Engineering
Research subject
URN: urn:nbn:se:kth:diva-14808DOI: 10.1016/j.automatica.2005.03.005ISI: 000229658400001ScopusID: 2-s2.0-18444362155OAI: diva2:332849
Swedish Research Council, 621-2001-2147
QC 20100525 QC 20120118Available from: 2010-08-05 Created: 2010-08-05 Last updated: 2012-01-18Bibliographically approved

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