An improved bias-compensation approach for errors-in-variables model identification
From MaRDI portal
Publication:2467491
DOI10.1016/j.automatica.2007.01.011zbMath1129.93530MaRDI QIDQ2467491
Publication date: 21 January 2008
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2007.01.011
93E10: Estimation and detection in stochastic control theory
93E12: Identification in stochastic control theory
Related Items
Errors-in-variables methods in system identification, Unifying some higher-order statistic-based methods for errors-in-variables model identification, Parameter consistency and quadratically constrained errors-in-variables least-squares identification
Cites Work
- Unnamed Item
- Unnamed Item
- On covariance function tests used in system identification
- The Frisch scheme in dynamic system identification
- Identification of stochastic linear systems in presence of input noise
- Consistency and asymptotic normality of some subspace algorithms for systems without observed inputs
- On the Kalman-Yakubovich-Popov lemma
- Frequency-domain system identification using non-parametric noise models estimated from a small number of data sets
- The Cramér--Rao lower bound for noisy input--output systems.
- Perspectives on errors-in-variables estimation for dynamic systems
- Subspace algorithms for the stochastic identification problem
- Optimal errors-in-variables filtering
- Identification of dynamic errors-in-variables models
- On instrumental variable and total least squares approaches for identification of noisy systems
- IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS
- Optimal instrumental variable estimation and approximate implementations
- Optimal instrumental variable estimates of the AR parameters of an ARMA process
- On the expectation of the product of four matrix-valued Gaussian random variables
- Stochastic system identification with noisy input using cumulant statistics
- Efficient Estimation of a Dynamic Error-Shock Model
- Frequency domain system identification with missing data
- Robust parametric transfer function estimation using complex logarithmic frequency response data
- Multistage IIR Filter Design Using Convex Stability Domains Defined by Positive Realness