System identification from noisy measurements of inputs and outputs

DOI10.1016/0167-6911(83)90043-9MaRDI QIDQ1835898zbMATHOpenAlexFDO

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

• scientific article; zbMATH DE number 3117956 (Why is no real title available?)
• An efficient method for finding the minimum of a function of several variables without calculating derivatives
• Approximate inference in multivariate nonlinear functional relationships
• Identification of noisy systems
• Identification of stochastic linear systems in presence of input noise
• New inversion formulas for matrices classified in terms of their distance from Toeplitz matrices
• On system identification from noise-obscured input and output measurements†

Cited in

(1)

• Errors-in-variables methods in system identification

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