System identification from noisy measurements of inputs and outputs

DOI10.1016/0167-6911(83)90043-9zbMATH Open0504.93068OpenAlexW2043285444MaRDI QIDQ1835898FDOQ1835898

Authors: Rikus Eising, Nico Linssen, Henk Rietbergen 

Publication date: 1983

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(83)90043-9

zbMATH Keywords

consistent estimatesmaximum likelihood estimatesnoisy measurementsasymptotic statistical propertiessensitivity of estimates

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Linear systems in control theory (93C05) Model systems in control theory (93C99) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cites Work

• An efficient method for finding the minimum of a function of several variables without calculating derivatives
• Identification of stochastic linear systems in presence of input noise
• Title not available (Why is that?)
• Identification of noisy systems
• New inversion formulas for matrices classified in terms of their distance from Toeplitz matrices
• On system identification from noise-obscured input and output measurements†
• Approximate inference in multivariate nonlinear functional relationships

Cited In (1)

• Errors-in-variables methods in system identification

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