Quantification of Uncertainty in Transfer function Estimation: A Mixed Deterministic-Probabilistic Approach

@inproceedings{Vries1993QuantificationOU,
  title={Quantification of Uncertainty in Transfer function Estimation: A Mixed Deterministic-Probabilistic Approach},
  author={Diemer de Vries and P. Van den Hof},
  year={1993}
}
Abstract In this paper a procedure is presented to obtain an estimate of the transfer function of a linear system together with a confidence interval, using only limited a priori information. By applying Bartlett's procedure of periodogram averaging to the non-parametric empirical transfer function estimate, and by employing a periodic input signal, the statistics of the resulting estimate asymptotically can be obtained from the data. The model error consists of two parts: a probabilistic part… CONTINUE READING

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