Open-loop asymptotically efficient model reduction with the Steiglitz–McBride method
نویسندگان
چکیده
منابع مشابه
Optimal model order reduction with the Steiglitz-McBride method for open-loop data
In system identification, it is often difficult to find a physical intuition to choose a noise model structure. The importance of this choice is that, for the prediction error method (PEM) to provide asymptotically efficient estimates, the model orders must be chosen according to the true system. However, if only the plant estimates are of interest and the experiment is performed in open loop, ...
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[lo] H. Cramer and M. Leadbetter, “The moments of the number of [13] L. Ehrman, “Analysis of a zero-crossing frequency discriminator crossings of a level by a stationary normal process,” Ann. Math. with random inputs,” IEEE Trans. Aerospace and Navigational Stat., vol. 36, pp. 165661663, 1965. Electronics, vol. ANE-12, pp. 113-119, June 1965. [II] M. Loeve, Probability Theory. New York: Van Nos...
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ژورنال
عنوان ژورنال: Automatica
سال: 2018
ISSN: 0005-1098
DOI: 10.1016/j.automatica.2017.12.016