Minimizing the Variance of Transfer Function Estimates, Report no. 2304

نویسندگان

  • Fredrik Tjärnström
  • Lennart Ljung
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