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On the Frequency Domain Accuracy of Closed Loop Estimates
University of Newcastle.
KTH, Superseded Departments, Signals, Sensors and Systems. (Reglerteknik)ORCID iD: 0000-0002-9368-3079
2003 (English)In: Proceedings of the IEEE Conference on Decision and Control, 2003, Vol. 6, 5997-6002 p.Conference paper (Refereed)
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. This paper revisits this study in light of new variance quantification results that apply for low model order and establishes that, under certain assumptions, there can be significant differences in the accuracy of frequency response estimates that are dependent on what type of direct, indirect or joint input-output identification strategy is pursued.

Place, publisher, year, edition, pages
2003. Vol. 6, 5997-6002 p.
Keyword [en]
Computer simulation, Control system analysis, Frequency domain analysis, Frequency response, Identification (control systems), Monte Carlo methods, Parameter estimation, Polynomials, Sensitivity analysis, Theorem proving, Transfer functions, Vectors, Box-Jenkins model, Time invariant controllers, Closed loop control systems
National Category
Control Engineering
Research subject
URN: urn:nbn:se:kth:diva-28533ISI: 000189434101033ISBN: 0-7803-7924-1OAI: diva2:388614
42nd IEEE Conference on Decision and Control Maui, HI, DEC 09-12, 2003
QC 20110118 NR 20140804Available from: 2011-01-18 Created: 2011-01-14 Last updated: 2012-01-13Bibliographically approved

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Hjalmarsson, Håkan
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