Relations between bias-eliminating least squares, the Frisch scheme and extended compensated least squares methods for identifying errors-in-variables systems

DOI10.1016/j.automatica.2008.07.007zbMath1154.93443OpenAlexW2026106564MaRDI QIDQ1000829

Mei Hong, Torsten Söderström

Publication date: 10 February 2009

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2008.07.007

zbMATH Keywords

system identificationerrors-in-variablesFrisch schemebias compensated least squaresbias-eliminating least squares

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

Related Items (9)

Recursive identification for dynamic linear systems from noisy input-output measurements ⋮ Accuracy analysis of a covariance matching approach for identifying errors-in-variables systems ⋮ A generalized instrumental variable estimation method for errors-in-variables identification problems ⋮ Algorithms for recursive/semi-recursive bias-compensating least squares system identification within the errors-in-variables framework ⋮ Non-asymptotic confidence regions for the parameters of EIV systems ⋮ A covariance matching approach for identifying errors-in-variables systems ⋮ A unified framework for EIV identification methods when the measurement noises are mutually correlated ⋮ Bias-eliminating least-squares identification of errors-in-variables models with mutually correlated noises ⋮ Adaptive task-space synchronisation of networked robotic agents without task-space velocity measurements

Cites Work

• The Frisch scheme in dynamic system identification
• Perspectives on errors-in-variables estimation for dynamic systems
• Optimal errors-in-variables filtering
• Unbiased parameter estimation of linear systems in the presence of input and output noise
• Extending the Frisch scheme for errors-in-variables identification to correlated output noise
• Bias correction in least-squares identification
• Transfer function estimation from noisy input and output data
• A bias correction method for identification of linear dynamic errors-in-variables models
• A Simplified Form of the Bias-Eliminating Least Squares Method for Errors-in-Variables Identification
• Errors-in-variables methods in system identification

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