Asymptotic Uncertainty of Transfer Function Estimates Using Non-Parametric Noise Models

Rik Pintelon; M. Hong

Asymptotic Uncertainty of Transfer Function Estimates Using Non-Parametric Noise Models

Rik Pintelon, M. Hong

Elektriciteit

Onderzoeksoutput: Conference paper

1 Citaat (Scopus)

Samenvatting

Identification of parametric transfer function models from noisy input/output observations is an important task in many engineering applications. Besides the parametric model, the estimation algorithm used should also provide accurate confidence bounds. In addition it is important to know whether the proposed estimation algorithm has the lowest possible uncertainty within the class of consistent estimators. This paper handles these issues for the frequency domain Gaussian maximum likelihood estimator of rational transfer function models.

Originele taal-2	English
Titel	IMTC/2007, Proceedings of the IEEE Instrumentation and Measurement Technology Conference, Warsaw, Poland, May 1-3, 2007
Status	Published - 1 mei 2007
Evenement	Unknown - Stockholm, Sweden Duur: 21 sep. 2009 → 25 sep. 2009

Conference

Conference	Unknown
Land/Regio	Sweden
Stad	Stockholm
Periode	21/09/09 → 25/09/09

IEEE/IMTC 2007, the IEEE Instrumentation and Measurement Technology Conference
Laurent Vanbeylen (Speaker)
1 mei 2007 → 3 mei 2007
Activiteit: Talk or presentation at a conference
IEEE/IMTC 2007, the IEEE Instrumentation and Measurement Technology Conference
Rik Pintelon (Speaker)
1 mei 2007 → 3 mei 2007
Activiteit: Talk or presentation at a conference
IEEE/IMTC 2007, the IEEE Instrumentation and Measurement Technology Conference
Liesbeth Gomme (Speaker)
1 mei 2007 → 3 mei 2007
Activiteit: Talk or presentation at a conference

Citeer dit

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title = "Asymptotic Uncertainty of Transfer Function Estimates Using Non-Parametric Noise Models",

abstract = "Identification of parametric transfer function models from noisy input/output observations is an important task in many engineering applications. Besides the parametric model, the estimation algorithm used should also provide accurate confidence bounds. In addition it is important to know whether the proposed estimation algorithm has the lowest possible uncertainty within the class of consistent estimators. This paper handles these issues for the frequency domain Gaussian maximum likelihood estimator of rational transfer function models.",

keywords = "non-parametric noise modelling",

author = "Rik Pintelon and M. Hong",

year = "2007",

month = may,

day = "1",

language = "English",

isbn = "1-4244-0589-0",

booktitle = "IMTC/2007, Proceedings of the IEEE Instrumentation and Measurement Technology Conference, Warsaw, Poland, May 1-3, 2007",

note = "Finds and Results from the Swedish Cyprus Expedition: A Gender Perspective at the Medelhavsmuseet ; Conference date: 21-09-2009 Through 25-09-2009",

}

TY - GEN

T1 - Asymptotic Uncertainty of Transfer Function Estimates Using Non-Parametric Noise Models

AU - Pintelon, Rik

AU - Hong, M.

PY - 2007/5/1

Y1 - 2007/5/1

N2 - Identification of parametric transfer function models from noisy input/output observations is an important task in many engineering applications. Besides the parametric model, the estimation algorithm used should also provide accurate confidence bounds. In addition it is important to know whether the proposed estimation algorithm has the lowest possible uncertainty within the class of consistent estimators. This paper handles these issues for the frequency domain Gaussian maximum likelihood estimator of rational transfer function models.

AB - Identification of parametric transfer function models from noisy input/output observations is an important task in many engineering applications. Besides the parametric model, the estimation algorithm used should also provide accurate confidence bounds. In addition it is important to know whether the proposed estimation algorithm has the lowest possible uncertainty within the class of consistent estimators. This paper handles these issues for the frequency domain Gaussian maximum likelihood estimator of rational transfer function models.

KW - non-parametric noise modelling

M3 - Conference paper

SN - 1-4244-0589-0

BT - IMTC/2007, Proceedings of the IEEE Instrumentation and Measurement Technology Conference, Warsaw, Poland, May 1-3, 2007

T2 - Finds and Results from the Swedish Cyprus Expedition: A Gender Perspective at the Medelhavsmuseet

Y2 - 21 September 2009 through 25 September 2009

ER -

Asymptotic Uncertainty of Transfer Function Estimates Using Non-Parametric Noise Models

Samenvatting

Conference

Vingerafdruk

Activiteiten

IEEE/IMTC 2007, the IEEE Instrumentation and Measurement Technology Conference

IEEE/IMTC 2007, the IEEE Instrumentation and Measurement Technology Conference

IEEE/IMTC 2007, the IEEE Instrumentation and Measurement Technology Conference

Citeer dit