Frequency-domain system identification using non-parametric noise models estimated from a small number of data sets

DOI10.1016/S0005-1098(97)00002-2zbMATH Open0886.93068WikidataQ127532712 ScholiaQ127532712MaRDI QIDQ1362427FDOQ1362427

Authors: Gerd Vandersteen, Patrick Guillaume, Johan Schoukens, Rik Pintelon 

Publication date: 10 May 1998

Published in: Automatica (Search for Journal in Brave)

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zbMATH Keywords

frequency-domain identificationsample covariance matriceslinear SISO system

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Frequency-response methods in control theory (93C80)

Cites Work

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• Estimating linear statistical relationships
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• Properties of some estimators for the errors-in-variables model
• Convergence properties of the generalised least squares identification method
• Maximum Likelihood Estimation of a Linear Functional Relationship
• Maximum likelihood and least squares estimation in linear and affine functional models

Cited In (31)

• Errors-in-variables identification using maximum likelihood estimation in the frequency domain
• Robust control oriented identification of errors-in-variables models based on normalised coprime factors
• Errors-in-variables methods in system identification
• Estimating models with high-order noise dynamics using semi-parametric weighted null-space fitting
• Kernel-based identification of asymptotically stable continuous-time linear dynamical systems
• Constrained local polynomial method for nonparametric frequency response function identification
• A generalised instrumental variable estimator for multivariable errors-in-variables identification problems
• Nonparametric preprocessing in system identification: a powerful tool
• Box-Jenkins alike identification using nonparametric noise models
• Bias-eliminating least-squares identification of errors-in-variables models with mutually correlated noises
• Frequency-domain identification of linear systems using arbitrary excitations and a nonparametric noise model
• Accuracy analysis of time domain maximum likelihood method and sample maximum likelihood method for errors-in-variables and output error identification
• Uncertainty of transfer function modelling using prior estimated noise models
• Title not available (Why is that?)
• A frequency domain approach for local module identification in dynamic networks
• Modeling Systems Based on Noisy Frequency and Time Domain Measurements
• An improved bias-compensation approach for errors-in-variables model identification
• An estimator of the inverse covariance matrix and its application to ML parameter estimation in dynamical systems
• Frequency domain sample maximum likelihood estimation for spatially dependent parameter estimation in PDEs
• Frequency-domain subspace system identification using non-parametric noise models
• The method of nonparametric system identification and the model estimation
• Identification of linear systems with nonlinear distortions
• Box-Jenkins continuous-time modeling
• Modified AIC rule for model selection in combination with prior estimated noise models
• The Use of Nonparametric Noise Models Extracted From Overlapping Subrecords for System Identification
• Finite-data nonparametric frequency response evaluation without leakage
• Identification of continuous-time errors-in-variables models
• Errors-in-variables identification in dynamic networks-consistency results for an instrumental variable approach
• On closed-loop system identification using polyspectral analysis given noisy input-output time-domain data
• Identification of static errors-in-variables models: The rank reducibility problem
• Title not available (Why is that?)

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