Estimation of quantized linear errors-in-variables models

DOI10.1016/0005-1098(95)00070-DzbMath0837.93072MaRDI QIDQ1902579

Vikram Krishnamurthy

Publication date: 12 May 1996

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

Gaussian process; time series analysis; estimation algorithm; dynamic shock-error models; binary series estimation

Mathematics Subject Classification ID

93C83: Control/observation systems involving computers (process control, etc.)

93C55: Discrete-time control/observation systems

93E12: Identification in stochastic control theory

Related Items

Fixed-order FIR approximation of linear systems from quantized input and output data, Identification of Wiener systems with binary-valued output observations, Impulse response identification from input/output binary measurements

Cites Work

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• On covariance function tests used in system identification
• Linear dynamic errors-in-variables models. Some structure theory
• Autoregressive and window estimates of the inverse correlation function
• Some Graphical Considerations in Time Series Analysis
• On-line estimation of dynamic shock-error models based on the Kullback Leibler information measure
• Estimation of noisy quantized Gaussian AR time-series with randomly varying observation coefficient