System Identification: Theory for the User, Second Edition > Nonparametric Time- and Frequency-Domain Methods > Estimating the Disturbance Spectrum (*)

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System Identification: Theory for the User, Second Edition

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Prentice Hall Information and System Sciences Series

Preface to the First Edition

Acknowledgments

Preface to the Second Edition

Operators and Notational Conventions

Ch. 1. Introduction

Pt. I. Systems and Models

Pt. II. Methods

Ch. 6. Nonparametric Time- and Frequency-Domain Methods

Transient-Response Analysis and Correlation Analysis

Frequency-Response Analysis

Fourier Analysis

Spectral Analysis

Estimating the Disturbance Spectrum (*)

Summary

Bibliography

Problems

Appendix 6A: Derivation of the Asymptotic Properties of the Spectral Analysis Estimate

Ch. 7. Parameter Estimation Methods

Ch. 8. Convergence and Consistency

Ch. 9. Asymptotic Distribution of Parameter Estimates

Ch. 10. Computing the Estimate

Ch. 11. Recursive Estimation Methods

Pt. III. User’s Choices

Appx. I. Some Concepts from Probability Theory

Appx. II. Some Statistical Techniques for Linear Regressions

References

Reference Index

Subject Index

6.5. Estimating the Disturbance Spectrum (*)

Estimating Spectra

So far we have described how to estimate G₀ in a relationship (6.1):

Equation 6.72

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Contents

Chapter 6. Nonparametric Time- and Frequ... > Estimating the Disturbance Spectrum ...

6.5. Estimating the Disturbance Spectrum (*)

Estimating Spectra