On the accuracy in errors-in-variables identification compared to prediction-error identification

DOI10.1016/J.AUTOMATICA.2011.09.002MaRDI QIDQ665203zbMATHOpenAlexFDO

Authors Håkan Hjalmarsson, Jonas Mårtensson, Cristian R. Rojas, Torsten Söderström

Publication date 5 March 2012

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2011.09.002

zbMATH Keywords

system identificationaccuracy of identificationasymptotic variance expressionserror-in-variables identification

Mathematics Subject Classification ID

System identification (93B30) Geometric methods (93B27)

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Cites work

• scientific article; zbMATH DE number 3086018 (Why is no real title available?)
• A Geometric Approach to Variance Analysis in System Identification
• A generalization of Whittle's formula for the information matrix of vector-mixed time series
• Asymptotic variance expressions for closed-loop identification
• Discrete-time stochastic systems. Estimation and control.
• Errors-in-variables methods in system identification
• Estimation of model quality
• From experiment design to closed-loop control
• Identifiability of errors in variables dynamic systems
• On covariance function tests used in system identification
• On the frequency domain accuracy of closed-loop estimates
• The Cramér--Rao lower bound for noisy input--output systems.
• Uncertainty of transfer function modelling using prior estimated noise models

Cited in

(8)

• A numerical investigation of direct and indirect closed-loop architectures for estimating nonminimum-phase zeros
• Extended accuracy analysis of a covariance matching approach for identifying errors-in-variables systems
• Accuracy analysis of a covariance matching approach for identifying errors-in-variables systems
• Recursive least squares estimation algorithm applied to a class of linear-in-parameters output error moving average systems
• Finite model order accuracy in Hammerstein model estimation
• On the accuracy of a covariance matching method for continuous-time errors-in-variables identification
• Noise covariance estimation via autocovariance least-squares with deadbeat filters
• Covariance analysis in SISO linear systems identification

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