Estimating models with high-order noise dynamics using semi-parametric weighted null-space fitting
DOI10.1016/j.automatica.2018.12.039zbMath1415.93276arXiv1708.03947OpenAlexW2891511458WikidataQ128549196 ScholiaQ128549196MaRDI QIDQ1737773
Håkan Hjalmarsson, Miguel Galrinho, Cristian R. Rojas
Publication date: 24 April 2019
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1708.03947
system identificationparameter identificationclosed-loop identificationleast squaresnonparametric identificationidentification algorithms
Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)
Cites Work
- Unnamed Item
- Optimal experiment design for open and closed-loop system identification
- Box-Jenkins alike identification using nonparametric noise models
- On covariance function tests used in system identification
- The Box-Jenkins Steiglitz-McBride algorithm
- Linear estimation of ARMA processes
- Instrumental variable methods for system identification
- Linear identification of ARMA processes
- Application of a subspace model identification technique to identify LTI systems operating in closed-loop
- Closed-loop identification revisited
- 4SID: Subspace algorithms for the identification of combined deterministic-stochastic systems
- Asymptotic distributions for quasi-efficient estimators in echelon VARMA models
- Open-loop asymptotically efficient model reduction with the Steiglitz-McBride method
- Instrumental variable methods for closed-loop system identification
- Consistency analysis of some closed-loop subspace identification methods
- Identification of a class of multivariable systems from impulse response data: Theory and computational algorithm
- The Fitting of Time-Series Models
- Multivariate linear time series models
- MAXIMUM LIKELIHOOD ESTIMATORS IN THE MULTIVARIATE AUTOREGRESSIVE MOVING-AVERAGE MODEL FROM A GENERALIZED LEAST SQUARES VIEWPOINT
- Asymptotic properties of the least-squares method for estimating transfer functions and disturbance spectra
- Parametric Identification Using Weighted Null-Space Fitting
- Choosing Between Open- and Closed-Loop Experiments in Linear System Identification
- A Geometric Approach to Variance Analysis in System Identification
- IQML-like algorithms for solving structured total least squares problems: A unified view
This page was built for publication: Estimating models with high-order noise dynamics using semi-parametric weighted null-space fitting