Statistical Analysis ofLeast-Squares Identification forRobust Control Design: Output Error CaseWithAffine Parametrization

Precise, finite-data statistical propereties arede- termined using aleast-squaw estimator baedonanoutput error model withanaffine parameter representation where the true system isofoutput error form, butisnotinthemodel aCt. Thepurpose oftheanalysis a toshowtheeffect ofunmod- eleddynamics ontheresulting closed-loop system designed onthebasis oftheestimated traasfrr function. Thisimple problem set-up isprototypical oftheinteply bmetwseesytem identification androbwtcontrol desgn.