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Choice of weighting for averaged non-parametric transfer function estimates

Research output: Contribution to conference › Paper › peer-review

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Choice of weighting for averaged non-parametric transfer function estimates. / Heath, W.P.
2005. 833-838 Paper presented at 2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601), Nassau, Bahamas.

Research output: Contribution to conference › Paper › peer-review

HarvardHarvard

Heath, WP 2005, 'Choice of weighting for averaged non-parametric transfer function estimates', Paper presented at 2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601), Nassau, Bahamas, 14/12/04 - 17/12/04 pp. 833-838. https://doi.org/10.1109/CDC.2004.1428777

APA

Heath, W. P. (2005). Choice of weighting for averaged non-parametric transfer function estimates. 833-838. Paper presented at 2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601), Nassau, Bahamas. https://doi.org/10.1109/CDC.2004.1428777

CBE

Heath WP. 2005. Choice of weighting for averaged non-parametric transfer function estimates. Paper presented at 2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601), Nassau, Bahamas. https://doi.org/10.1109/CDC.2004.1428777

MLA

Heath, W.P. Choice of weighting for averaged non-parametric transfer function estimates. 2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601), 14 Dec 2004, Nassau, Bahamas, Paper, 2005. 6 p. https://doi.org/10.1109/CDC.2004.1428777

VancouverVancouver

Heath WP. Choice of weighting for averaged non-parametric transfer function estimates. 2005. Paper presented at 2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601), Nassau, Bahamas. doi: 10.1109/CDC.2004.1428777

Author

Heath, W.P. / Choice of weighting for averaged non-parametric transfer function estimates. Paper presented at 2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601), Nassau, Bahamas.6 p.

RIS

TY - CONF

T1 - Choice of weighting for averaged non-parametric transfer function estimates

AU - Heath, W.P.

PY - 2005/5/16

Y1 - 2005/5/16

N2 - 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.

AB - 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.

U2 - 10.1109/CDC.2004.1428777

DO - 10.1109/CDC.2004.1428777

M3 - Papur

SP - 833

EP - 838

T2 - 2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601)

Y2 - 14 December 2004 through 17 December 2004

ER -