Bias of indirect non-parametric transfer function estimates for plants in closed loop

Research output: Contribution to journalArticlepeer-review

Electronic versions

We consider non-parametric indirect transfer function estimates for plants in closed loop. Such estimates are derived from the corresponding closed loop system transfer function estimate and knowledge of the controller. In particular, we give expressions for the bias of such estimates. We consider the application of the results to the spectral and empirical transfer function estimates under the assumption of Gaussian noise. In these cases, the bias can be expressed in terms of the experiment time, controller gain and the levels of disturbance and noise. We also briefly consider corresponding expressions for the variance
Original languageUnknown
Pages (from-to)1529-1540
Number of pages12
JournalAutomatica
Volume37
Issue number10
Early online date3 Aug 2001
DOIs
Publication statusPublished - 1 Oct 2001
Externally publishedYes
View graph of relations