Demoor, B.
Gevers, Michel
[UCL]
Goodwin, GC.
The identification of an undermodeled transfer function from input-output data is stated as a constrained optimization problem. The constraints determine the identification procedure, the residual error and whether on average the magnitude of the frequency response is L2-overbiased, L2-underbiased or L2-unbiased, as measured by a certain weighted L2-bias integral. The L2-unbiased solutions are linear combinations of L2-overbiased and L2-underbiased solutions, which are precisely the classical least squares estimates. They can be obtained from the solution of certain eigenvalue problems.
Bibliographic reference |
Demoor, B. ; Gevers, Michel ; Goodwin, GC.. L(2)-overbiased, L(2)-underbiased and L(2)-unbiased Estimation of Transfer-functions. In: Automatica, Vol. 30, no. 5, p. 893-898 (1994) |
Permanent URL |
http://hdl.handle.net/2078.1/48939 |