Small Noise Analysis of Non-Parametric Closed-Loop Identification
Fuente:
arXiv
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| Hauptverfasser: | , |
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| Format: | Preprint |
| Veröffentlicht: |
2024
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| _version_ | 1866913576098201600 |
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| author | Abdalmoaty, Mohamed Smith, Roy S. |
| author_facet | Abdalmoaty, Mohamed Smith, Roy S. |
| contents | We revisit the problem of non-parametric closed-loop identification in frequency domain; we give a brief survey of the literature and provide a small noise analysis of the direct, indirect, and joint input-output methods when two independent experiments with identical excitation are used. The analysis is asymptotic in the noise variance (i.e., as the standard deviation of the innovations $σ\to 0$), for a finite data record of length $N$. We highlight the relationship between the estimators accuracy and the loop shape via asymptotic variance expressions given in terms of the sensitivity function. The results are illustrated using a numerical simulation example. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2403_15771 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Small Noise Analysis of Non-Parametric Closed-Loop Identification Abdalmoaty, Mohamed Smith, Roy S. Systems and Control We revisit the problem of non-parametric closed-loop identification in frequency domain; we give a brief survey of the literature and provide a small noise analysis of the direct, indirect, and joint input-output methods when two independent experiments with identical excitation are used. The analysis is asymptotic in the noise variance (i.e., as the standard deviation of the innovations $σ\to 0$), for a finite data record of length $N$. We highlight the relationship between the estimators accuracy and the loop shape via asymptotic variance expressions given in terms of the sensitivity function. The results are illustrated using a numerical simulation example. |
| title | Small Noise Analysis of Non-Parametric Closed-Loop Identification |
| topic | Systems and Control |
| url | https://arxiv.org/abs/2403.15771 |