Variance Results for Closed - loop Identi cation
نویسنده
چکیده
In this contribution we study the statistical properties of a number of closed-loop identiication 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.
منابع مشابه
Properties and Usage of Closed-loop Identiication Methods Properties and Usage of Closed-loop Identiication Methods
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