On the frequency domain accuracy of closed loop estimates

It has been argued that the frequency domain accuracy of high model-order estimates obtained on the basis of closed loop data is largely invariant to whether direct or indirect approaches are used. This paper revisits this study in light of new variance quantification results that apply for low model order and establishes that, under certain assumptions, there can be significant differences in the accuracy of frequency-response estimates that are dependent on what type of direct, indirect or joint input-output identification strategy is pursued.

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