Abstract
The frequency domain errors-in-variables (EIV) estimator for linear dynamic systems with periodic excitations is generally formulated as a maximum likelihood (ML) estimator, where the estimated input-output noise (co)variances are used. In this paper, we study the finite record influences on the uncertainty of the ML estimator. Furthermore, we discuss when a significant influence can occur and derive a practical method to circumvent this problem without the need of introducing parametric noise models.
| Original language | English |
|---|---|
| Pages (from-to) | 642-654 |
| Number of pages | 13 |
| Journal | IEEE Transactions on Instrumentation and Measurement |
| Volume | 60 |
| Publication status | Published - 1 Jan 2011 |
Keywords
- electric noise measurement
- error analysis
- linear systems
- maximum likelihood estimation
- nonlinear control systems