Covariance Matching for Continuous-Time Errors-in-Variables Problems

DOI10.1109/TAC.2011.2125090MaRDI QIDQ5347761zbMATH OpenOpenAlexFDO

Authors Magnus Mossberg, Torsten Söderström

Publication date 25 August 2017

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

Full work available at URL https://doi.org/10.1109/tac.2011.2125090

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)

Cited in

(6)

• A covariance matching approach for identifying errors-in-variables systems
• On the accuracy of a covariance matching method for continuous-time errors-in-variables identification
• Errors-in-variables system identification using structural equation modeling
• Approximative weighting for a covariance-matching approach for identifying errors-in-variables systems
• Extended accuracy analysis of a covariance matching approach for identifying errors-in-variables systems
• Identification of EIV models with coloured input–output noise: combining PEM and covariance matching method

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