Minimizing the Variance of Transfer Function Estimates, Report no. 2304
نویسندگان
چکیده
An overview of central model quality results is given. The focus is on the variance of transfer functions. We look in particular into two questions: (1) Can the variance be smaller than that obtained by direct prediction error/output error? and (2) Can closed loop experiments give estimates with lower variance than open loop ones? The answer to both questions is yes.
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تاریخ انتشار 2002