Maximum likelihood identification of noisy input-output models

DOI10.1016/J.AUTOMATICA.2006.09.009MaRDI QIDQ875481zbMATH OpenOpenAlexFDO

Authors Roberto Diversi, Umberto Soverini, Roberto Guidorzi

Publication date 13 April 2007

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2006.09.009

zbMATH Keywords

interpolationsystem identificationerrors-in-variables modelsmaximum likelihood identificationCràmer-Rao lower bound

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cited in

(23)

• Frequency domain sample maximum likelihood estimation for spatially dependent parameter estimation in PDEs
• Structure identification of parameter-bounding models by use of noise-structure bounds
• Auxiliary model based recursive and iterative least squares algorithm for autoregressive output error autoregressive systems
• An algorithm for model-based denoising of input-output data
• Recursive identification for dynamic linear systems from noisy input-output measurements
• Bias correction-based recursive estimation for dual-rate output-error systems with sampling noise
• Errors-in-variables methods in system identification
• Identification of dynamic errors-in-variables systems with quasi-stationary input and colored noise
• Learning in presence of input noise using the stochastic EM algorithm
• Unifying some higher-order statistic-based methods for errors-in-variables model identification
• Maximum-likelihood binary shift-register synthesis from noisy observations
• Improved parameter bounds for set-membership EIV problems
• Identification of ARX and ARARX models in the presence of input and output noises
• scientific article; zbMATH DE number 4191538 (Why is no real title available?)
• Identification of errors-in-variables ARX models using modified dynamic iterative PCA
• \(L_{2}\)-optimal identification of MIMO errors-in-variables models from the v-gap geometrical interpretation
• New consistent methods for order and coefficient estimation of continuous-time errors-in-variables fractional models
• The Frisch scheme in multivariable errors-in-variables identification
• Estimation of ARMAX processes with noise corrupted output signal observations
• Maximum likelihood based identification methods for rational models
• Errors-in-variables identification using maximum likelihood estimation in the frequency domain
• A bias-corrected estimator for nonlinear systems with output-error type model structures
• The Cramér--Rao lower bound for noisy input--output systems.

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