Identification of a linear system from inexact data: A three-variable example

DOI10.1016/0898-1221(89)90096-5MaRDI QIDQ581972zbMATH OpenOpenAlexFDO

Authors Cornelis A. Los

Publication date 1989

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(89)90096-5

zbMATH Keywords

least squares regressioncommon factors schemeslinear identification

Mathematics Subject Classification ID

Linear inference, regression (62J99) System identification (93B30) Identification in stochastic control theory (93E12)

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Cites work

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• A note on some equations of confirmatory factor analysis
• Confluence Analysis by Means of Lag Moments and Other Methods of Confluence Analysis
• Consistent Sets of Estimates for Regressions with Errors in All Variables
• Creative and non-creative definitions in the calculus of probability
• Errors in Variables and Other Unobservables
• Identification of noisy systems
• Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis
• The Resolution of Six Tests into Three General Factors
• The Statistical Implications of a System of Simultaneous Equations
• The prejudices of least squares, principal components and common factors schemes
• Three-Stage Least Squares: Simultaneous Estimation of Simultaneous Equations

Cited in

(2)

• Linear models based on noisy data and the Frisch scheme
• The prejudices of least squares, principal components and common factors schemes

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