Comparison of total least squares and instrumental variable methods for parameter estimation of transfer function models

DOI10.1080/00207178908953415zbMath0688.93055OpenAlexW2132182426MaRDI QIDQ4207852

Joos Vandewalle, Sabine Van Huffel

Publication date: 1989

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

Full work available at URL: https://doi.org/10.1080/00207178908953415

zbMATH Keywords

total least squarestransfer function modelinstrumental variable (IV) approaches

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Related Items (9)

Condition numbers of multidimensional mixed least squares-total least squares problems ⋮ Identification of ARX and ARARX models in the presence of input and output noises ⋮ A contribution to the conditioning of the mixed least-squares scaled total least-squares problem ⋮ Subspace algorithms for the identification of multivariable dynamic errors-in-variables models ⋮ The Frisch scheme in multivariable errors-in-variables identification ⋮ Condition numbers of the mixed least squares-total least squares problem revisited ⋮ A Gauss-Newton method for mixed least squares-total least squares problems ⋮ Errors-in-variables methods in system identification ⋮ Perturbation analysis and condition numbers of mixed least squares-scaled total least squares problem

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• Refined instrumental variable methods of recursive time-series analysis Part II. Multivariable systems
• An Improved Algorithm for Computing the Singular Value Decomposition
• Bias correction in least-squares identification
• Confluence Analysis by Means of Lag Moments and Other Methods of Confluence Analysis

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