On asymptotic frequency response variance expressions for estimated output error models
2012 (English)In: 2012 IEEE 51st Annual Conference on Decision and Control (CDC), IEEE , 2012, 178-183 p.Conference paper (Refereed)
This papers concerns an extension of an asymptotic variance expression for Finite Impulse Response (FIR) model based frequency response estimation to the Output Error (OE) system identification case. It is based on the 'useful input parametrization' for OE models, in which the Toeplitz covariance matrix structure instrumental in the FIR analysis is extended to OE model input representation after a Sylvester matrix transformation. We will use this result to derive a novel and transparent variance expression for the asymptotic OE frequency response estimate. This results simplifies the generalization of FIR results for optimal input design and cost of complexity system identification analysis to the OE case. Furthermore, the relation to previous exact variance error quantifications is explained.
Place, publisher, year, edition, pages
IEEE , 2012. 178-183 p.
, IEEE Conference on Decision and Control. Proceedings, ISSN 0191-2216
IdentifiersURN: urn:nbn:se:kth:diva-119185DOI: 10.1109/CDC.2012.6426772ISI: 000327200400030ScopusID: 2-s2.0-84874249706ISBN: 978-1-4673-2066-5OAI: oai:DiVA.org:kth-119185DiVA: diva2:610478
51st IEEE Conference on Decision and Control, CDC 2012; Maui, HI; United States; 10 December 2012 through 13 December 2012
QC 201303112013-03-112013-03-082013-12-20Bibliographically approved