Extended least-correlation estimates for errors-in-variables non-linear models

DOI10.1080/00207170600999884zbMath1140.93498OpenAlexW2016417356MaRDI QIDQ3423784

Dennis S. Bernstein, Byung-Eul Jun

Publication date: 15 February 2007

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207170600999884

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Least squares and related methods for stochastic control systems (93E24)

Related Items (3)

Recursive identification of errors-in-variables Wiener-Hammerstein systems ⋮ A bias-corrected estimator for nonlinear systems with output-error type model structures ⋮ Identification of EIV models by compensated PEM

Cites Work

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• Fitting Data with Errors in All Variables Using the Huber M-estimator
• Least‐correlation estimates for errors‐in‐variables models
• A consistent estimator in general functional errors-in-variables models.

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