Covariance analysis in SISO linear systems identification

DOI10.1016/J.AUTOMATICA.2016.11.025MaRDI QIDQ510090zbMATH OpenOpenAlexFDO

Authors Jonas Mårtensson, Niklas Everitt, Håkan Hjalmarsson

Publication date 16 February 2017

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2016.11.025

zbMATH Keywords

asymptotic variancesystem identificationlinear SISO models

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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• Accuracy analysis of a covariance matching approach for identifying errors-in-variables systems
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• Variance results for identification of cascade systems

Cites work

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• Asymptotic variance expressions for estimated frequency functions
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Cited in

(12)

• Variance results for identification of cascade systems
• The asymptotic variance of subspace estimates.
• Approximative weighting for a covariance-matching approach for identifying errors-in-variables systems
• On covariance function tests used in system identification
• A covariance matching approach for identifying errors-in-variables systems
• Numerical conditioning and asymptotic variance of subspace estimates
• Integration Algorithm for Covariance Nonstationary Dynamic Analysis of SDOF Systems Using Equivalent Stochastic Linearization
• On the identification of AR systems excited by periodic signals of unknown phase
• scientific article; zbMATH DE number 4159932 (Why is no real title available?)
• scientific article; zbMATH DE number 4070783 (Why is no real title available?)
• Variance-error quantification for identified poles and zeros
• Asymptotic variance expressions for identified black-box transfer function models

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