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Bias of frequency-response estimates in closed-loop systems

✍ Scribed by Douce, J.L.

Book ID
114450432
Publisher
The Institution of Electrical Engineers
Year
1980
Weight
414 KB
Volume
127
Category
Article
ISSN
0143-7054

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We compare two methods of estimating transfer functions from observed records of input and output when the output contains an additive noise component of unknown statistical structure. The two methods correspond to (a) a "weighted least-squares" estimate (/fl) and (b) a "simple least-squares" estima