A unified framework for EIV identification methods when the measurement noises are mutually correlated

DOI10.1016/J.AUTOMATICA.2014.10.037MaRDI QIDQ2342452zbMATH OpenOpenAlexFDO

Authors Torsten Söderström, Roberto Diversi, Umberto Soverini

Publication date 28 April 2015

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2014.10.037

zbMATH Keywords

identificationerrors-in-variables modelsmutually correlated noises

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

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Cites work

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• A Simplified Form of the Bias-Eliminating Least Squares Method for Errors-in-Variables Identification
• A bias correction method for identification of linear dynamic errors-in-variables models
• A generalised instrumental variable estimator for multivariable errors-in-variables identification problems
• A generalized instrumental variable estimation method for errors-in-variables identification problems
• A unified framework for EIV identification methods when the measurement noises are mutually correlated
• Bias-eliminating least-squares identification of errors-in-variables models with mutually correlated noises
• Convergence properties of bias-eliminating algorithms for errors-in-variables identification
• Errors-in-variables methods in system identification
• Identification of ARX and ARARX models in the presence of input and output noises
• Identification of stochastic linear systems in presence of input noise
• On covariance function tests used in system identification
• Relations between bias-eliminating least squares, the Frisch scheme and extended compensated least squares methods for identifying errors-in-variables systems
• Separable nonlinear least squares: the variable projection method and its applications
• The Differentiation of Pseudo-Inverses and Nonlinear Least Squares Problems Whose Variables Separate
• Transfer function estimation from noisy input and output data

Cited in

(9)

• A generalized instrumental variable estimation method for errors-in-variables identification problems
• Identification of multivariable dynamic errors-in-variables system with arbitrary inputs
• A unified framework for EIV identification methods when the measurement noises are mutually correlated
• Identification of dual‐rate sampled errors‐in‐variables systems with time delays
• A generalised instrumental variable estimator for multivariable errors-in-variables identification problems
• A confirmatory factor analysis approach for addressing the errors-in-variables problem with colored output noise
• Estimation of ARMAX processes with noise corrupted output signal observations
• Identification of EIV models with coloured input–output noise: combining PEM and covariance matching method
• Frequency domain identification of FIR models in the presence of additive input-output noise

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