Variance results for closed-loop identification methods

被引：0
|
作者：
Ljung, L [1 ]
Forssell, U [1 ]
机构：
[1] Linkoping Univ, Dept Elect Engn, S-58183 Linkoping, Sweden
来源：
PROCEEDINGS OF THE 36TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-5 | 1997年
关键词：
D O I：
暂无
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 contribution we study the statistical properties of a number of closed-loop identification methods and parameterizations. A focus will be on asymptotic variance expressions for these methods and by studying the asymptotic variance for the parameter vector estimates we show that indirect methods fail to give better accuracy than the direct method.
引用
收藏
页码：2435 / 2440
页数：6
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