System identification from noisy measurements by using instrumental variables and subspace fitting

DOI10.1007/BF01183780zbMath0842.93080MaRDI QIDQ1911857

Petre Stoica, Mats Cedervall

Publication date: 5 August 1996

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

zbMATH Keywords

instrumental variablelinear discrete-timeweighted-subspace fitting

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

Related Items

An iterative Kalman smoother/least-squares algorithm for the identification of delta-ARX models, MODE-type algorithm for estimating damped, undamped, or explosive modes, Subspace algorithms for the identification of multivariable dynamic errors-in-variables models, Subspace identification using instrumental variable techniques, On instrumental variable and total least squares approaches for identification of noisy systems

Uses Software

• VanHuffel

Cites Work

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• Identification of stochastic linear systems in presence of input noise
• IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS
• Performance study of conditional and unconditional direction-of-arrival estimation
• MUSIC, maximum likelihood, and Cramer-Rao bound
• Maximum likelihood methods for direction-of-arrival estimation