Identification of dynamic errors-in-variables models: Approaches based on two-dimensional ARMA modeling of the data

DOI10.1016/S0005-1098(03)00033-5zbMath1029.93059MaRDI QIDQ1400332

Torsten Söderström, Umberto Soverini, Kaushik Mahata

Publication date: 13 August 2003

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(03)00033-5

zbMATH Keywords

System identification; Frisch scheme; ARMA model; Errors-in-variables model; Spectrum estimation

Mathematics Subject Classification ID

93E12: Identification in stochastic control theory

Related Items

Errors-in-variables methods in system identification, On the identifiability of errors-in-variables models with white measurement errors, Identification of errors-in-variables systems with ARMA observation noises, Recursive identification for multivariate errors-in-variables systems, Autoregressive Process with Measurement Errors

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