Frisch scheme identification for dynamic diagonal bilinear models

DOI10.1080/00207170802596280MaRDI QIDQ3566357zbMATH OpenOpenAlexFDO

Authors Tomasz Larkowski, Jens G. Linden, Benoit Vinsonneau, K. J. Burnham

Publication date 7 June 2010

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207170802596280

zbMATH Keywords

bias compensationdynamic bilinear systemserrors-in-variablesFrisch schemeparameter estimation

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

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Cites work

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• scientific article; zbMATH DE number 1734139 (Why is no real title available?)
• Identification of nonlinear errors-in-variables models.
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• The Frisch scheme in dynamic system identification
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Cited in

(9)

• The filtering based parameter identification for bilinear-in-parameter systems
• The Frisch scheme in multivariable errors-in-variables identification
• Extending the Frisch scheme for errors-in-variables identification to correlated output noise
• 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
• Three‐stage least squares‐based iterative estimation algorithms for bilinear state‐space systems based on the bilinear state estimator
• Variational Bayesian identification for bilinear state space models with Markov‐switching time delays
• State filtering-based least squares parameter estimation for bilinear systems using the hierarchical identification principle
• The Frisch scheme in dynamic system identification

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