On the accuracy of a covariance matching method for continuous-time errors-in-variables identification
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Publication:2350747
DOI10.1016/j.automatica.2013.07.010zbMath1358.93177MaRDI QIDQ2350747
Torsten Söderström, Wei Xing Zheng, Magnus Mossberg, Yasir Irshad
Publication date: 25 June 2015
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2013.07.010
parameter estimation; continuous-time systems; accuracy analysis; covariance matching; errors-in-variables systems
93E10: Estimation and detection in stochastic control theory
93E12: Identification in stochastic control theory