On least-squares identification of stochastic linear systems with noisy input-output data

DOI<link itemprop=identifier href="https://doi.org/10.1002/(SICI)1099-1115(199905)13:3<131::AID-ACS535>3.0.CO;2-0" /><131::AID-ACS535>3.0.CO;2-0 10.1002/(SICI)1099-1115(199905)13:3<131::AID-ACS535>3.0.CO;2-0zbMath0939.93045OpenAlexW2021177008MaRDI QIDQ4262781

Wei Xing Zheng

Publication date: 5 July 2000

Full work available at URL: https://doi.org/10.1002/(sici)1099-1115(199905)13:3<131::aid-acs535>3.0.co;2-0

zbMATH Keywords

parameter estimationleast-squares identificationbias correction techniquediscrete-time input output stochastic systems

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

Related Items (4)

Algorithms for recursive/semi-recursive bias-compensating least squares system identification within the errors-in-variables framework ⋮ On the identifiability of errors-in-variables models with white measurement errors ⋮ Errors-in-variables methods in system identification ⋮ Estimation in a linear multivariate measurement error model with a change point in the data

Cites Work

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