Common factor detection and estimation

DOI10.1016/S0005-1098(96)00248-8zbMath0881.93076OpenAlexW1970459133MaRDI QIDQ1360497

Torsten Söderström, Petre Stoica

Publication date: 17 July 1997

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(96)00248-8

zbMATH Keywords

hypothesis testingmaximum likelihoodgreatest common factor detection and estimation

Mathematics Subject Classification ID

System identification (93B30) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Related Items (6)

Identification of ARX and ARARX models in the presence of input and output noises ⋮ A non-linear structure-preserving matrix method for the computation of the coefficients of an approximate greatest common divisor of two Bernstein polynomials ⋮ The calculation of the degree of an approximate greatest common divisor of two polynomials ⋮ A geometrical approach to finding multivariate approximate LCMs and GCDs ⋮ Two methods for the calculation of the degree of an approximate greatest common divisor of two inexact polynomials ⋮ Variable projection methods for approximate (greatest) common divisor computations

Cites Work

• On covariance function tests used in system identification
• An indirect prediction error method for system identification
• Convergence properties of the generalised least squares identification method
• Test of pole-zero cancellation in estimated models
• Tests for determining model order in parameter estimation
• Maximum likelihood methods for direction-of-arrival estimation

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