Identification of dynamic errors-in-variables models

DOI10.1016/0005-1098(95)00187-5zbMath0853.93099OpenAlexW2083656691MaRDI QIDQ1915044

Umberto Soverini, Paolo Castaldi

Publication date: 12 January 1997

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(95)00187-5

zbMATH Keywords

system identificationspectral factorizationlinearstochastic systemsdiscretetime-seriesstate-space

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)

Related Items (15)

Recursive identification for multivariate errors-in-variables systems ⋮ Identification of dynamic errors-in-variables systems with quasi-stationary input and colored noise ⋮ Identification of multivariable dynamic errors-in-variables system with arbitrary inputs ⋮ Frequency domain maximum likelihood estimation of linear dynamic errors-in-variables models ⋮ Parameter estimation from noisy measurements ⋮ Identification of errors-in-variables systems with ARMA observation noises ⋮ Identifiability of errors in variables dynamic systems ⋮ Identification of nonlinear errors-in-variables models. ⋮ Identification of continuous-time errors-in-variables models ⋮ An improved bias-compensation approach for errors-in-variables model identification ⋮ On the identifiability of errors-in-variables models with white measurement errors ⋮ Errors-in-variables methods in system identification ⋮ Nonparametric identification of linear dynamic errors-in-variables systems ⋮ Robust control oriented identification of errors-in-variables models based on normalised coprime factors ⋮ Identification methods in a unified framework

Cites Work

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• The Frisch scheme in dynamic system identification
• Linear dynamic errors-in-variables models. Some structure theory
• Identification of scalar errors-in-variables models with dynamics
• Dynamic errors-in-variables systems with three variables
• Identification of linear relations from noisy data: Geometrical aspects
• Dynamic Factor-Analysis Models for Stationary Processes
• IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS

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