Accuracy Analysis of the Frisch Scheme for Identifying Errors-in-Variables Systems

DOI10.1109/TAC.2007.899005MaRDI QIDQ5282140zbMATH OpenOpenAlexFDO

Authors Torsten Söderström

Publication date 27 July 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2007.899005

Mathematics Subject Classification ID

System identification (93B30) Identification in stochastic control theory (93E12)

Cited in

(11)

• Identification of regularized models in the linear regression class
• A graph subspace approach to system identification based on errors-in-variables system models
• Recursive identification for dynamic linear systems from noisy input-output measurements
• Accuracy analysis of bias-eliminating least squares estimates for errors-in-variables systems
• Frisch scheme identification for dynamic diagonal bilinear models
• scientific article; zbMATH DE number 5620939 (Why is no real title available?)
• Algorithms for recursive/semi-recursive bias-compensating least squares system identification within the errors-in-variables framework
• A suboptimal dual control method for the stochastic systems with parameters drifting
• Accuracy analysis of a covariance matching approach for identifying errors-in-variables systems
• A generalized instrumental variable estimation method for errors-in-variables identification problems
• Novel parameter estimation of autoregressive signals in the presence of noise

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