A Structure Theory for Linear Dynamic Errors-in-Variables Models

DOI10.1137/S0363012994262464zbMath0912.93018MaRDI QIDQ4210206

Wolfgang Scherrer, Manfred Deistler

Publication date: 21 September 1998

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

identificationerrors-in-variablesfactor analysisspectral densitiesobservationally equivalent systems

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) System identification (93B30) Realizations from input-output data (93B15)

Related Items (12)

Recursive identification for multivariate errors-in-variables systems ⋮ The set of observationally equivalent errors-in-variables models ⋮ A spectral EM algorithm for dynamic factor models ⋮ Identification, estimation and testing of conditionally heteroskedastic factor models ⋮ On the identifiability of errors-in-variables models with white measurement errors ⋮ Errors-in-variables methods in system identification ⋮ Linear Models Based on Noisy Data and the Frisch Scheme ⋮ An alternating minimization algorithm for Factor Analysis ⋮ Robust control oriented identification of errors-in-variables models based on normalised coprime factors ⋮ On the Sensitivity of Granger Causality to Errors‐In‐Variables, Linear Transformations and Subsampling ⋮ Extended least-correlation estimates for errors-in-variables non-linear models ⋮ Strongly consistent coefficient estimate for errors-in-variables models

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