Identification of static errors-in-variables models: The rank reducibility problem

DOI10.1016/S0005-1098(01)00057-7MaRDI QIDQ5939334zbMATH OpenFDO

Authors Umberto Soverini, Sergio Beghelli

Publication date 5 May 2002

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0005-1098(01)00057-7

zbMATH Keywords

errors in variablesFrisch schemeidentificationlinear regression

Mathematics Subject Classification ID

System identification (93B30)

Review text

The paper deals with the identification of linear static relationships from noisy data under the assumptions of the Frisch scheme. The approach is based on a relaxation of the original problem by means of algebraic manipulations of the nonlinear equations characterizing the solution set. The authors show that this approach can be advantageously used when the number of variables and the considered corank satisfy particular conditions.

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Cites work

• An upper bound on the number of linear relations identified from noisy data by the Frisch scheme
• Dynamic errors-in-variables systems with three variables
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• scientific article; zbMATH DE number 3017040 (Why is no real title available?)
• Identification of scalar errors-in-variables models with dynamics
• Identification of the maximal number of linear relations from noisy data
• Rank-reducibility of a symmetric matrix and sampling theory of minimum trace factor analysis
• Solution set properties for static errors-in-variables problems
• The Frisch scheme in dynamic system identification
• The rank of reduced dispersion matrices

Cited in

(2)

• Solution set properties for static errors-in-variables problems
• Direction-of-arrival estimation in nonuniform noise fields: a Frisch scheme approach

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