Errors-in-variables identification using maximum likelihood estimation in the frequency domain

DOI10.1016/J.AUTOMATICA.2017.01.016MaRDI QIDQ2409336zbMATH OpenOpenAlexFDO

Authors Torsten Söderström, Umberto Soverini

Publication date 11 October 2017

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2017.01.016

zbMATH Keywords

discrete Fourier transformerrors-in-variables modelslinear dynamic systemsmaximum likelihood identificationsystem identification

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Recommendations

• Frequency domain maximum likelihood estimation of linear dynamic errors-in-variables models
• Identification of errors-in-variables models with Faurre type realization algorithms
• Identification and estimation of dynamic errors-in-variables models
• Identification of continuous-time errors-in-variables models
• Identification of dynamic errors-in-variables models
• Errors-in-variables methods in system identification
• Errors-in-variables methods in system identification
• The identification of multivariate linear dynamic errors-in-variables models
• Unifying some higher-order statistic-based methods for errors-in-variables model identification

Cites work

• A covariance matching approach for identifying errors-in-variables systems
• A generalized instrumental variable estimation method for errors-in-variables identification problems
• Accuracy analysis of a covariance matching approach for identifying errors-in-variables systems
• Discrete-time stochastic systems. Estimation and control.
• Errors-in-variables identification of dynamic systems excited by arbitrary non-white input
• Errors-in-variables methods in system identification
• Frequency domain maximum likelihood estimation of linear dynamic errors-in-variables models
• Frequency domain system identification using arbitrary signals
• Frequency domain system identification with missing data
• Frequency-domain system identification using non-parametric noise models estimated from a small number of data sets
• scientific article; zbMATH DE number 1001849 (Why is no real title available?)
• scientific article; zbMATH DE number 5620939 (Why is no real title available?)
• scientific article; zbMATH DE number 1734139 (Why is no real title available?)
• scientific article; zbMATH DE number 3048432 (Why is no real title available?)
• Identification of linear systems with input and output noise: the Koopmans-Levin method
• Identification of stochastic linear systems in presence of input noise
• Maximum likelihood identification of noisy input-output models
• On covariance function tests used in system identification
• On the equivalence of time and frequency domain maximum likelihood estimation
• Perspectives on errors-in-variables estimation for dynamic systems

Cited in

(31)

• Multi-step-length gradient iterative algorithm for equation-error type models
• Parameter estimation for nonlinear Volterra systems by using the multi-innovation identification theory and tensor decomposition
• Parameter estimation for a controlled autoregressive autoregressive moving average system based on a recursive framework
• A combined invariant-subspace and subspace identification method for continuous-time state-space models using slowly sampled multi-sine-wave data
• Weight least squares algorithm for rational models with outliers
• Identification of errors-in-variables systems with general nonlinear output observations and with ARMA observation noises
• Auxiliary variable-based identification algorithms for uncertain-input models
• A generalized minimal residual based iterative back propagation algorithm for polynomial nonlinear models
• A graph subspace approach to system identification based on errors-in-variables system models
• A note on the estimation of real- and complex-valued parameters in frequency domain maximum likelihood identification
• Global convergence of the EM algorithm for ARX models with uncertain communication channels
• Frequency domain identification of FIR models in the presence of additive input-output noise
• A recursive identification algorithm for Wiener nonlinear systems with linear state-space subsystem
• Identification of dynamic errors-in-variables systems with quasi-stationary input and colored noise
• scientific article; zbMATH DE number 52962 (Why is no real title available?)
• scientific article; zbMATH DE number 1748560 (Why is no real title available?)
• Maximum likelihood-based recursive least-squares estimation for multivariable systems using the data filtering technique
• Maximum likelihood iterative identification approaches for multivariable equation-error moving average systems
• An improved computationally efficient identification method for errors-in-variables models based on v-gap optimisation
• Maximum likelihood gradient identification for multivariate equation‐error moving average systems using the multi‐innovation theory
• \(L_{2}\)-optimal identification of MIMO errors-in-variables models from the v-gap geometrical interpretation
• Multi‐innovation gradient parameter estimation for multivariable systems based on the maximum likelihood principle
• Recursive identification of errors-in-variables systems based on the correlation analysis
• Frequency domain identification using adaptive Fourier decomposition method with polynomials
• Maximum likelihood identification of dual-rate Hammerstein output-error moving average system
• Noisy data-driven identification for errors-in-variables MISO Hammerstein nonlinear models
• Maximum likelihood LM identification based on particle filtering for scarce measurement-data MIMO Hammerstein Box-Jenkins systems
• Data filtering based maximum likelihood gradient estimation algorithms for a multivariate equation-error system with ARMA noise
• Maximum likelihood identification of noisy input-output models
• Frequency domain maximum likelihood estimation of linear dynamic errors-in-variables models
• Accuracy analysis of time domain maximum likelihood method and sample maximum likelihood method for errors-in-variables and output error identification

This page was built for publication: Errors-in-variables identification using maximum likelihood estimation in the frequency domain

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2409336)