Optimal errors-in-variables filtering

DOI10.1016/S0005-1098(02)00200-5MaRDI QIDQ1869274zbMATH OpenOpenAlexFDO

Authors Roberto Diversi, Umberto Soverini, Roberto Guidorzi

Publication date 9 April 2003

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0005-1098(02)00200-5

zbMATH Keywords

errors-in-variables modelsKalman filteringoptimal filteringoptimal interpolationrecursive filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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Cites work

• Algorithms for global total least squares modelling of finite multivariable time series
• Algorithms for optimal errors-in-variables filtering.
• From time series to linear system, II. Exact modelling
• From time series to linear system, III: Approximate modelling
• From time series to linear system. I: Finite dimensional linear time invariant systems
• Global total least squares modeling of multivariable time series
• scientific article; zbMATH DE number 3945184 (Why is no real title available?)
• scientific article; zbMATH DE number 65796 (Why is no real title available?)
• IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS
• Identification of stochastic linear systems in presence of input noise
• Invariants and canonical forms for systems structural and parametric identification
• The Frisch scheme in dynamic system identification
• Unbiased parameter estimation of linear systems in the presence of input and output noise

Cited in

(14)

• Relations between bias-eliminating least squares, the Frisch scheme and extended compensated least squares methods for identifying errors-in-variables systems
• Test models for improving filtering with model errors through stochastic parameter estimation
• Minimal variance of errors in two-channel time-varying filtering
• Algorithms for optimal errors-in-variables filtering.
• Data-driven dynamic interpolation and approximation
• An improved bias-compensation approach for errors-in-variables model identification
• Errors-in-variables system identification using structural equation modeling
• scientific article; zbMATH DE number 1748560 (Why is no real title available?)
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• Least-squares parameter estimation of linear systems with noisy input–output data
• Errors-in-variables methods in system identification
• An algorithm for model-based denoising of input-output data
• Linear dynamic filtering with noisy input and output
• Maximum likelihood identification of noisy input-output models

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