Two measures of variation for non-parametric estimates in closed-loop
Research output: Contribution to conference › Paper › peer-review
Electronic versions
DOI
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.
| Original language | Unknown |
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| Pages | 2627-2632 |
| Number of pages | 6 |
| DOIs | |
| Publication status | Published - 10 Mar 2003 |
| Externally published | Yes |
| Event | Proceedings of the 41st IEEE Conference on Decision and Control, 2002. - Las Vegas, United States Duration: 10 Dec 2002 → 13 Dec 2002 |
Conference
| Conference | Proceedings of the 41st IEEE Conference on Decision and Control, 2002. |
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| Country/Territory | United States |
| City | Las Vegas |
| Period | 10/12/02 → 13/12/02 |