Frequency domain system identification using nonparametric noise models estimated from a small number of data sets

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Samenvatting

In this paper a consistent frequency domain estimator is proposed in
the errors-in-variables framework. A nonparametric noise model (the
sample covariance matrix) directly obtained from a small number of
repeated measurements is used. The loss in efficiency due to use of the
sample covariance matrix instead of the exact covariance matrix is
quantified.
Originele taal-2English
TijdschriftAutomatica
StatusPublished - 1997

Bibliografische nota

Automatica, vol. 33, no. 6, pp. 1073-1086, 1997

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