Identification of static errors-in-variables models: The rank reducibility problem (Q5939334)

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scientific article; zbMATH DE number 1625703
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    Identification of static errors-in-variables models: The rank reducibility problem
    scientific article; zbMATH DE number 1625703

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      Identification of static errors-in-variables models: The rank reducibility problem (English)
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      5 May 2002
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      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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      errors in variables
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      linear regression
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      identification
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      Frisch scheme
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