Bias of indirect non-parametric transfer function estimates for plants in closed loop

Authors:
W. P. Heath
Affiliations:
Centre for Integrated Dynamics and Control, Department of Electrical and Computer Engineering, University of Newcastle, Callaghan, NSW 2308, Australia
Venue:
Automatica (Journal of IFAC)
Year:
2001

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Abstract

Expressions for the bias of indirect non-parametric estimates in closed loop are derived in terms of the experimental conditions. Application of the results to finite data experiments using both spectral estimates and empirical transfer function estimates are considered and illustrated with simulations.