Research Portal

The Variance of Non-Parametric Errors-in-Variables Estimates

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

Standard Standard

The Variance of Non-Parametric Errors-in-Variables Estimates. / Heath, W.P.
2004. 6027-6032 Paper presented at 42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475), Maui, United States.

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

HarvardHarvard

Heath, WP 2004, 'The Variance of Non-Parametric Errors-in-Variables Estimates', Paper presented at 42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475), Maui, United States, 9/12/03 - 12/12/03 pp. 6027-6032. https://doi.org/10.1109/CDC.2003.1272186

APA

Heath, W. P. (2004). The Variance of Non-Parametric Errors-in-Variables Estimates. 6027-6032. Paper presented at 42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475), Maui, United States. https://doi.org/10.1109/CDC.2003.1272186

CBE

Heath WP. 2004. The Variance of Non-Parametric Errors-in-Variables Estimates. Paper presented at 42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475), Maui, United States. https://doi.org/10.1109/CDC.2003.1272186

MLA

Heath, W.P. The Variance of Non-Parametric Errors-in-Variables Estimates. 42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475), 09 Dec 2003, Maui, United States, Paper, 2004. 6 p. https://doi.org/10.1109/CDC.2003.1272186

VancouverVancouver

Heath WP. The Variance of Non-Parametric Errors-in-Variables Estimates. 2004. Paper presented at 42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475), Maui, United States. doi: 10.1109/CDC.2003.1272186

Author

Heath, W.P. / The Variance of Non-Parametric Errors-in-Variables Estimates. Paper presented at 42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475), Maui, United States.6 p.

RIS

TY - CONF

T1 - The Variance of Non-Parametric Errors-in-Variables Estimates

AU - Heath, W.P.

PY - 2004/3/15

Y1 - 2004/3/15

N2 - Frequency response functions (FRF) measured by taking the ratio of the output to the input Fourier coefficients of the steady state response of the system to a periodic excitation are considered. Under assumptions of additive Gaussian noise on both the inputs and outputs the variance of such measurements is infinite. If an exclusion zone is applied the variance can be rendered finite. An expression for the variance, which includes the case where the input and output noise sources are correlated, is given. The expression is useful for the estimate without exclusion zone over a wide range of input signal to noise ratio.

AB - Frequency response functions (FRF) measured by taking the ratio of the output to the input Fourier coefficients of the steady state response of the system to a periodic excitation are considered. Under assumptions of additive Gaussian noise on both the inputs and outputs the variance of such measurements is infinite. If an exclusion zone is applied the variance can be rendered finite. An expression for the variance, which includes the case where the input and output noise sources are correlated, is given. The expression is useful for the estimate without exclusion zone over a wide range of input signal to noise ratio.

U2 - 10.1109/CDC.2003.1272186

DO - 10.1109/CDC.2003.1272186

M3 - Papur

SP - 6027

EP - 6032

T2 - 42nd IEEE International Conference on Decision and Control (IEEE Cat. No.03CH37475)

Y2 - 9 December 2003 through 12 December 2003

ER -