Identification of continuous-time errors-in-variables models

DOI10.1016/J.AUTOMATICA.2006.04.012MaRDI QIDQ2466046zbMATH OpenOpenAlexFDO

Authors Kaushik Mahata, Hugues Garnier

Publication date 11 January 2008

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2006.04.012

zbMATH Keywords

continuous-time modelserrors-in-variableslinear estimationsystem identification

Mathematics Subject Classification ID

Sampled-data control/observation systems (93C57) Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

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Cites work

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• Frequency domain system identification with missing data
• Frequency-domain system identification using non-parametric noise models estimated from a small number of data sets
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• Identification of dynamic errors-in-variables models
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• The Frisch scheme in dynamic system identification
• Transfer function estimation from noisy input and output data

Cited in

(20)

• Subspace identification for continuous-time errors-in-variables model from sampled data
• Identification of scalar errors-in-variables models with dynamics
• Identification of nonlinear errors-in-variables models.
• On the accuracy of a covariance matching method for continuous-time errors-in-variables identification
• Errors-in-variables identification using maximum likelihood estimation in the frequency domain
• Third-order cumulants based methods for continuous-time errors-in-variables model identification
• Comment on `\textit{Projection-based identification algorithm for grey-box continuous-time models}' by Ichiro Maruta and Toshiharu Sugie
• Identification of errors-in-variables models with Faurre type realization algorithms
• scientific article; zbMATH DE number 4018198 (Why is no real title available?)
• On the estimation of continuous time transfer functions
• New consistent methods for order and coefficient estimation of continuous-time errors-in-variables fractional models
• On the design of a continuous-time model estimator for bias distribution
• Input-error approach to parameter estimation of alinear,e-invariant, continuous-time model in state-variable description
• Identification of systems with unknown inputs using indirect input measurements
• The advantages of directly identifying continuous-time transfer function models in practical applications
• \(L_{2}\)-optimal identification of MIMO errors-in-variables models from the v-gap geometrical interpretation
• Errors-in-variables methods in system identification
• On the identifiability of errors-in-variables models with white measurement errors
• Frequency domain maximum likelihood estimation of linear dynamic errors-in-variables models
• Unifying some higher-order statistic-based methods for errors-in-variables model identification

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