An improved bias-compensation approach for errors-in-variables model identification

DOI10.1016/j.automatica.2007.01.011zbMath1129.93530MaRDI QIDQ2467491

Kaushik Mahata

Publication date: 21 January 2008

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2007.01.011

zbMATH Keywords

system identification; linear estimation; errors-in-variables; continuous-time models

Mathematics Subject Classification ID

93E10: Estimation and detection in stochastic control theory

93E12: Identification in stochastic control theory

Related Items

Bias compensation‐based parameter estimation for output error moving average systems, Errors-in-variables methods in system identification, Unifying some higher-order statistic-based methods for errors-in-variables model identification, Recursive identification for dynamic linear systems from noisy input-output measurements, Parameter consistency and quadratically constrained errors-in-variables least-squares identification

Cites Work

• Unnamed Item
• Unnamed Item
• On covariance function tests used in system identification
• The Frisch scheme in dynamic system identification
• Identification of stochastic linear systems in presence of input noise
• Consistency and asymptotic normality of some subspace algorithms for systems without observed inputs
• On the Kalman-Yakubovich-Popov lemma
• Frequency-domain system identification using non-parametric noise models estimated from a small number of data sets
• The Cramér--Rao lower bound for noisy input--output systems.
• Perspectives on errors-in-variables estimation for dynamic systems
• Subspace algorithms for the stochastic identification problem
• Optimal errors-in-variables filtering
• Identification of dynamic errors-in-variables models
• On instrumental variable and total least squares approaches for identification of noisy systems
• IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS
• Optimal instrumental variable estimation and approximate implementations
• Optimal instrumental variable estimates of the AR parameters of an ARMA process
• On the expectation of the product of four matrix-valued Gaussian random variables
• Stochastic system identification with noisy input using cumulant statistics
• Efficient Estimation of a Dynamic Error-Shock Model
• Frequency domain system identification with missing data
• Robust parametric transfer function estimation using complex logarithmic frequency response data
• Multistage IIR Filter Design Using Convex Stability Domains Defined by Positive Realness