An improved bias-compensation approach for errors-in-variables model identification

DOI10.1016/J.AUTOMATICA.2007.01.011zbMATH Open1129.93530OpenAlexW1964663992MaRDI QIDQ2467491FDOQ2467491

Authors: Kaushik Mahata 

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

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zbMATH Keywords

system identificationerrors-in-variablescontinuous-time modelslinear estimation

Mathematics Subject Classification ID

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

Cites Work

• Identification of stochastic linear systems in presence of input noise
• Optimal errors-in-variables filtering
• Identification of dynamic errors-in-variables models
• Transfer function estimation from noisy input and output data
• On covariance function tests used in system identification
• The Frisch scheme in dynamic system identification
• On the Kalman-Yakubovich-Popov lemma
• Title not available (Why is that?)
• Optimal instrumental variable estimates of the AR parameters of an ARMA process
• Frequency domain system identification with missing data
• Stochastic system identification with noisy input using cumulant statistics
• On the expectation of the product of four matrix-valued Gaussian random variables
• The Cramér--Rao lower bound for noisy input--output systems.
• Subspace algorithms for the stochastic identification problem
• Frequency-domain system identification using non-parametric noise models estimated from a small number of data sets
• On instrumental variable and total least squares approaches for identification of noisy systems
• Optimal instrumental variable estimation and approximate implementations
• Consistency and asymptotic normality of some subspace algorithms for systems without observed inputs
• Multistage IIR Filter Design Using Convex Stability Domains Defined by Positive Realness
• IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS
• Perspectives on errors-in-variables estimation for dynamic systems
• Robust parametric transfer function estimation using complex logarithmic frequency response data
• Efficient Estimation of a Dynamic Error-Shock Model

Cited In (21)

• Errors-in-variables system identification using structural equation modeling
• Unifying some higher-order statistic-based methods for errors-in-variables model identification
• Identification of EIV models by compensated PEM
• Bias-compensation-based least-squares estimation with a forgetting factor for output error models with white noise
• Errors-in-variables methods in system identification
• A Simplified Form of the Bias-Eliminating Least Squares Method for Errors-in-Variables Identification
• A generalised instrumental variable estimator for multivariable errors-in-variables identification problems
• Bias-eliminating least-squares identification of errors-in-variables models with mutually correlated noises
• Parameter consistency and quadratically constrained errors-in-variables least-squares identification
• Title not available (Why is that?)
• Recursive identification for dynamic linear systems from noisy input-output measurements
• Convergence properties of bias-eliminating algorithms for errors-in-variables identification
• \(L_{2}\)-optimal identification of MIMO errors-in-variables models from the v-gap geometrical interpretation
• Vector attenuation bias in the classical errors-in-variables model
• New consistent methods for order and coefficient estimation of continuous-time errors-in-variables fractional models
• Bias compensation-based parameter estimation for output error moving average systems
• Assessing large sample bias in misspecified model scenarios with reference to exposure model misspecification in errors-in-variable regression: a new computational approach
• Explicit expression of the parameter bias in identification of Laguerre models from step responses
• The Frisch scheme in multivariable errors-in-variables identification
• Statistical identification with error balancing
• Parameter Identification and Forecast with a Biased Model

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