Some remarks on the bias distribution analysis of discrete-time identification algorithms based on pseudo-linear regressions
Copyright policy )Some remarks on the bias distribution analysis of discrete-time identification algorithms based on pseudo-linear regressions
In 1998, A. Karimi and I.D. Landau published in the journal "Systems and Control letters" an article entitled "Comparison of the closed-loop identification methods in terms of bias distribution". One of its main purposes was to provide a bias distribution analysis in the frequency domain of closed-loop output error identification algorithms that had been recently developed. The expressions provided in that paper are only valid for prediction error identification methods (PEM), not for pseudo-linear regression (PLR) ones, for which we give the correct frequency domain bias analysis, both in open- and closed-loop. Although PLR was initially (and is still) considered as an approximation of PEM, we show that it gives better results at high frequencies.
Identification in stochastic control theory, [SPI] Engineering Sciences [physics], Systems and Control (eess.SY), Electrical Engineering and Systems Science - Systems and Control, Filtering in stochastic control theory, closed-loop identification, Discrete-time control/observation systems, FOS: Electrical engineering, electronic engineering, information engineering, identification, System identification, bias analysis, recursive identification
Identification in stochastic control theory, [SPI] Engineering Sciences [physics], Systems and Control (eess.SY), Electrical Engineering and Systems Science - Systems and Control, Filtering in stochastic control theory, closed-loop identification, Discrete-time control/observation systems, FOS: Electrical engineering, electronic engineering, information engineering, identification, System identification, bias analysis, recursive identification
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