Uncertainty of transfer function modelling using prior estimated noise models
Automatica (Journal of IFAC)
Identification of linear systems with nonlinear distortions
Automatica (Journal of IFAC)
| Hi-index | 22.15 |
Modelling errors are often the limiting factor in identification problems. Therefore, it is important to qualify their impact on the estimated plant model parameters @q@^(Z), where Z stands for the data. This paper qualifies the influence of model errors and disturbing noise level on: (i) the asymptotic value @q"* (estimate for an infinite amount of data) of @q@^(Z), and (ii) the asymptotic (amount of data going to infinity) covariance matrix Cov(@q@^(Z)) of @q@^(Z). The theory is elaborated on a time- and frequency-domain estimator.