Assessing transfer functions in control systems

Abstract

When dealing with control systems, it is useful and even necessary to assess the performance of underlying transfer functions. The functions may or may not be linear, may or may not be even monotonic. In addition, they may have structural breaks and other abberations that require monitoring and quantification to aid decision making. The present paper develops such a methodology, which is based on an index of increase that naturally arises as the solution to an optimization problem. We show theoretically and illustrate numerically that the empirical counterpart of the index needs to be used with great care and in-depth knowledge of the problem at hand in order to achieve desired large-sample properties, such as consistency.