Identification of dynamic errors-in-variables models

DOI10.1016/0005-1098(95)00187-5MaRDI QIDQ1915044zbMATH OpenOpenAlexFDO

Authors Umberto Soverini, Paolo Castaldi

Publication date 12 January 1997

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(95)00187-5

zbMATH Keywords

discretelinearspectral factorizationstate-spacestochastic systemssystem identificationtime-series

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)

Recommendations

• Identification of scalar errors-in-variables models with dynamics
• Linear dynamic errors-in-variables models. Some structure theory
• IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS
• Identification of multivariable errors in variable models with dynamics
• Identification of linear systems from noisy data

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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