On the estimation of transfer functions

@article{Ljung1985OnTE,
  title={On the estimation of transfer functions},
  author={Lennart Ljung},
  journal={Automatica},
  year={1985},
  volume={21},
  pages={677-696}
}
Al~traet--This paper treats the close conceptual relationships between basic approaches to the estimation of transfer functions of linear systems. The classical methods of frequency and spectral analysis are shown to be related to the well-known time domain methods of prediction error type via a common "empirical transfer function estimate". Asymptotic properties of the estimates obtained by the respective methods are also described and discussed. An important feature that is displayed by this… CONTINUE READING
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Benefits of feedback in experiment design

M. Gevers, L. Ljung
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Asymptotic properties of black-box identification of transfer functions

L. Ljung, Z. D. Yuan
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L. Ljung
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Z. D. Yuan, L. Ljung
1984

Black-box identification of transfer functions: Asymptotic results for increasing model order and data records

L. Ljung, Z. D. Yuan
IMA J. Math. Control lr~form: • 1984