Identification of dynamic errors-in-variables models
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From the conclusion: ``The problem of identifying a causal linear dynamic system excited by a stationary zero-mean noise with unknown rational spectrum is considered for the case when the input-output measurements are corrupted by additive and uncorrelated noises of unknown rational spectra. The authors show that under mild conditions, the model is uniquely identified. This paper is closely related to [\textit{B. D. O. Anderson} and \textit{M. Deistler}, J. Time Series Anal. 5, 1-13 (1984; Zbl 0536.93064)].
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Cites work
- Dynamic errors-in-variables systems with three variables
- Dynamic Factor-Analysis Models for Stationary Processes
- scientific article; zbMATH DE number 3886946 (Why is no real title available?)
- scientific article; zbMATH DE number 3945184 (Why is no real title available?)
- scientific article; zbMATH DE number 218675 (Why is no real title available?)
- scientific article; zbMATH DE number 4120082 (Why is no real title available?)
- scientific article; zbMATH DE number 3017040 (Why is no real title available?)
- IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS
- Identification of linear relations from noisy data: Geometrical aspects
- Identification of scalar errors-in-variables models with dynamics
- Linear dynamic errors-in-variables models. Some structure theory
- The Frisch scheme in dynamic system identification
Cited in
(26)- Identification of scalar errors-in-variables models with dynamics
- Identification of nonlinear errors-in-variables models.
- Nonparametric identification of linear dynamic errors-in-variables systems
- Identification of multivariable dynamic errors-in-variables system with arbitrary inputs
- Errors-in-variables identification using maximum likelihood estimation in the frequency domain
- Identification of errors-in-variables systems with ARMA observation noises
- Identifiability of errors in variables dynamic systems
- Identification of continuous-time errors-in-variables models
- An improved bias-compensation approach for errors-in-variables model identification
- Errors-in-variables system identification using structural equation modeling
- Identification methods in a unified framework
- Identification of errors-in-variables models with Faurre type realization algorithms
- Recursive identification for multivariate errors-in-variables systems
- Identification of dynamic errors-in-variables systems with quasi-stationary input and colored noise
- scientific article; zbMATH DE number 4018198 (Why is no real title available?)
- IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS
- Parameter estimation from noisy measurements
- Identification of multivariable errors in variable models with dynamics
- Robust control oriented identification of errors-in-variables models based on normalised coprime factors
- Errors-in-variables methods in system identification
- Identification of static errors-in-variables models: The rank reducibility problem
- Statistical identification with error balancing
- On the identifiability of errors-in-variables models with white measurement errors
- Global identification of the dynamic shock-error model
- Frequency domain maximum likelihood estimation of linear dynamic errors-in-variables models
- Unifying some higher-order statistic-based methods for errors-in-variables model identification
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