Asymptotic variance of a certain closed-loop subspace identification method.

被引：0
|
作者：
Chiuso, A [1 ]
机构：
[1] Univ Padua, Dept Informat Engn, I-35131 Padua, Italy
来源：
2004 43RD IEEE CONFERENCE ON DECISION AND CONTROL (CDC), VOLS 1-5 | 2004年
关键词：
D O I：
10.1109/CDC.2004.1430375
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper we study the asymptotic properties of the "innovation estimation" algorithm by Qin and Ljung. We derive expressions for the asymptotic error and decompose it in a "bias" term plus a "variance" term. The asymptotic variance formulas are rather complicated in the general case. We report expression under a simplifying assumption.
引用
收藏
页码：2201 / 2206
页数：6
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