Fundamental limitations on the variance of estimated parametric models

Title: Fundamental limitations on the variance of estimated parametric models
Creator: Rojas, Christian R.; Welsh, James S.; Aguero, Juan C.
Relation: IEEE Transactions on Automatic Control Vol. 54, Issue 5, p. 1077-1081
Publisher Link: http://dx.doi.org/10.1109/tac.2008.2010981
Publisher: Institute of Electrical and Electronics Engineers (IEEE)
Resource Type: journal article
Date: 2009
Description: In this technical note fundamental integral limitations are derived on the variance of estimated parametric models, for both open and closed loop identification. As an application of these results we show that, for multisine inputs, a well known asymptotic (in model order) variance expression provides upper bounds on the actual variance of the estimated models for finite model orders. The fundamental limitations established here give rise to a dasiawater-bedpsila effect, which is illustrated in an example.
Subject: single-input; single-output; SISO
Identifier: http://hdl.handle.net/1959.13/916186
Identifier: uon:7918
Identifier: ISSN:0018-9286
Language: eng
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