Paper Info
Title
Finite Record Effects of the Errors-in-Variables Estimator for Linear Dynamic Systems
Abstract
The frequency domain Errors-In-Variables (EIV) estimator for linear dynamic systems is generally formulated as a weighted least square estimator, where the weights used are the estimated noise (co)variances. In this paper, we study the finite record influences on the uncertainty of the EIV estimator for using the estimated weights. Furthermore, we discuss when a significant influence can occur and derive a practical method to circumvent this problem without the need of introducing a parametric noise model.
Year
DOI
Venue
2011
10.1109/TIM.2010.2051601
Instrumentation and Measurement, IEEE Transactions
Keywords
DocType
Volume
electric noise measurement,error analysis,linear systems,maximum likelihood estimation,nonlinear control systems,errors-in-variables,finite record effects,frequency domain analysis,input-output noise variances,linear dynamic systems,maximum likelihood estimator,periodic excitations,Errors-in-variables (EIV),frequency domain,leakage,linear dynamic systems,weighted least squares,windowing
Journal
60
Issue
ISSN
ISBN
2
0018-9456
978-1-4244-3352-0
Citations 
PageRank 
References 
2
0.64
8
Authors
3
Name
Order
Citations
PageRank
Barbé, K.120.98
Rik Pintelon21011163.45
Vandersteen, G.37217.97