Minimizing the Variance of Transfer Function Estimates

@inproceedings{Tjrnstrm2002MinimizingTV,
  title={Minimizing the Variance of Transfer Function Estimates},
  author={Fredrik Tj{\"a}rnstr{\"o}m and Lennart Ljung},
  year={2002}
}
An overview of central model quality results is given. The focus is on the variance of transfer functions. We look in particular into two questions: (1) Can the variance be smaller than that obtained by direct prediction error/output error? and (2) Can closed loop experiments give estimates with lower variance than open loop ones? The answer to both… CONTINUE READING