Analysis of methods for multivariable frequency response function estimation in closed loop

Estimation methods for the multivariable frequency response function are analyzed, both in open and closed loop. Expressions for the bias and covariance are derived and the usefulness of these expressions is illustrated in simulations of an industrial robot where the different estimators are compared. The choice of estimator depends on the signal-to- noise ratio as well as the measurement setup and a bias-variance trade-off.