Choice of weighting for averaged non-parametric transfer function estimates
Allbwn ymchwil: Cyfraniad at gynhadledd › Papur › adolygiad gan gymheiriaid
Fersiynau electronig
Dangosydd eitem ddigidol (DOI)
We consider the statistical properties of nonparametric transfer function estimates formed via the weighted sum of empirical transfer function estimates. In the case that the system input is considered deterministic, we show that the weighting corresponding to the classical averaged periodogram estimate is optimal. A similar asymptotic result is derived for the case where the input is considered stochastic
| Iaith wreiddiol | Anadnabyddus |
|---|---|
| Tudalennau | 833-838 |
| Nifer y tudalennau | 6 |
| Dynodwyr Gwrthrych Digidol (DOIs) | |
| Statws | Cyhoeddwyd - 16 Mai 2005 |
| Cyhoeddwyd yn allanol | Ie |
| Digwyddiad | 2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601) - Nassau, Bahamas Hyd: 14 Rhag 2004 → 17 Rhag 2004 |
Cynhadledd
| Cynhadledd | 2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601) |
|---|---|
| Gwlad/Tiriogaeth | Bahamas |
| Dinas | Nassau |
| Cyfnod | 14/12/04 → 17/12/04 |