Small Noise Analysis of Non-Parametric Closed-Loop Identification
<|reference_start|>Small Noise Analysis of Non-Parametric Closed-Loop Identification: We revisit the problem of non-parametric closed-loop identification in frequency domain; we give a brief survey of the literature and provide a small noise analysis of the direct, indirect, and joint input-output methods when two independent experiments with identical excitation are used. The analysis is asymptotic in the noise variance (i.e., as the standard deviation of the innovations $\sigma \to 0$), for a finite data record of length $N$. We highlight the relationship between the estimators accuracy and the loop shape via asymptotic variance expressions given in terms of the sensitivity function. The results are illustrated using a numerical simulation example.<|reference_end|>
@article{abdalmoaty2024small,
    title={Small Noise Analysis of Non-Parametric Closed-Loop Identification},
    author={Mohamed Abdalmoaty, Roy S. Smith},
    journal={arXiv preprint arXiv:2403.15771},
    year={2024},
    archivePrefix={arXiv},
    eprint={2403.15771},
    primaryClass={eess.SY cs.SY}
}