A graph subspace approach to system identification based on errors-in-variables system models

DOI10.1016/J.AUTOMATICA.2019.108535MaRDI QIDQ2280934zbMATHOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 19 December 2019

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2019.108535

zbMATH Keywords

consistencysystem identificationmaximum likelihood estimatorsleast-squares estimationsubspace method

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

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Cites work

• scientific article; zbMATH DE number 1001849 (Why is no real title available?)
• scientific article; zbMATH DE number 44386 (Why is no real title available?)
• scientific article; zbMATH DE number 1734139 (Why is no real title available?)
• A subspace algorithm for certain blind identification problems
• Accuracy Analysis of the Frisch Scheme for Identifying Errors-in-Variables Systems
• Accuracy analysis of bias-eliminating least squares estimates for errors-in-variables systems
• Consistency of regression estimates when some variables are subject to error
• Discrete-time linear systems. Theory and design with applications.
• Errors-in-variables identification using maximum likelihood estimation in the frequency domain
• Errors-in-variables methods in system identification
• Errors-in-variables methods in system identification
• Errors-in-variables system identification using structural equation modeling
• Estimation in a multivariate errors in variables regression model: Large sample results
• Identification of multivariable dynamic errors-in-variables system with arbitrary inputs
• Nonparametric identification of linear dynamic errors-in-variables systems
• Optimal robustness in the gap metric
• Set-membership errors-in-variables identification of MIMO linear systems
• The Frisch scheme in dynamic system identification
• The graph metric for unstable plants and robustness estimates for feedback stability
• Unbiased parameter estimation of linear systems in the presence of input and output noise

Cited in

(4)

• Identification of discrete Wiener systems by using adaptive generalized rational orthogonal basis functions
• Identification of regularized models in the linear regression class
• Identification of dual‐rate sampled errors‐in‐variables systems with time delays
• Identification methods in a unified framework

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