Two measures of variation for non-parametric estimates in closed-loop

W.P. Heath

doi:10.1109/CDC.2002.1184235

Two measures of variation for non-parametric estimates in closed-loop

W.P. Heath

The University of Newcastle

Allbwn ymchwil: Cyfraniad at gynhadledd › Papur › adolygiad gan gymheiriaid

Crynodeb

It is known that non-parametric transfer function estimates in closed-loop often have infinite variance. But the expected value of the absolute value of such estimates is finite, and we propose it as a measure of variation. We also derive and discuss new expressions for the variance when an exclusion zone is introduced around the singularity.

Iaith wreiddiol	Anadnabyddus
Tudalennau	2627-2632
Nifer y tudalennau	6
Dynodwyr Gwrthrych Digidol (DOIs)	https://doi.org/10.1109/CDC.2002.1184235
Statws	Cyhoeddwyd - 10 Maw 2003
Cyhoeddwyd yn allanol	Ie
Digwyddiad	Proceedings of the 41st IEEE Conference on Decision and Control, 2002. - Las Vegas, Yr Unol Daleithiau Hyd: 10 Rhag 2002 → 13 Rhag 2002

Cynhadledd

Cynhadledd	Proceedings of the 41st IEEE Conference on Decision and Control, 2002.
Gwlad/Tiriogaeth	Yr Unol Daleithiau
Dinas	Las Vegas
Cyfnod	10/12/02 → 13/12/02

Mynediad at Ddogfen

10.1109/CDC.2002.1184235

Dyfynnu hyn

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abstract = "It is known that non-parametric transfer function estimates in closed-loop often have infinite variance. But the expected value of the absolute value of such estimates is finite, and we propose it as a measure of variation. We also derive and discuss new expressions for the variance when an exclusion zone is introduced around the singularity.",

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AB - It is known that non-parametric transfer function estimates in closed-loop often have infinite variance. But the expected value of the absolute value of such estimates is finite, and we propose it as a measure of variation. We also derive and discuss new expressions for the variance when an exclusion zone is introduced around the singularity.

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T2 - Proceedings of the 41st IEEE Conference on Decision and Control, 2002.

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