Errors-in-variables system identification using structural equation modeling
From MaRDI portal
Publication:254591
DOI10.1016/j.automatica.2015.12.007zbMath1335.93133OpenAlexW2251733579MaRDI QIDQ254591
Torsten Söderström, David Kreiberg, Fan Yang-Wallentin
Publication date: 8 March 2016
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-277383
Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)
Related Items (11)
Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear errors-in-variables models ⋮ A novel ESMF-based observer and control scheme for a type of tendon-sheath hysteresis system ⋮ Identification of errors-in-variables systems with general nonlinear output observations and with ARMA observation noises ⋮ Wiener–Hammerstein nonlinear system identification using spectral analysis ⋮ Recursive identification of errors-in-variables systems based on the correlation analysis ⋮ A confirmatory factor analysis approach for addressing the errors-in-variables problem with colored output noise ⋮ A note on the connection between trek rules and separable nonlinear least squares in linear structural equation models ⋮ A graph subspace approach to system identification based on errors-in-variables system models ⋮ Identification of EIV models by compensated PEM ⋮ Identification of regularized models in the linear regression class ⋮ Identification of EIV models with coloured input–output noise: combining PEM and covariance matching method
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Extended accuracy analysis of a covariance matching approach for identifying errors-in-variables systems
- Accuracy analysis of a covariance matching approach for identifying errors-in-variables systems
- The Frisch scheme in dynamic system identification
- A covariance matching approach for identifying errors-in-variables systems
- A dynamic factor model for the analysis of multivariate time series
- Identification of stochastic linear systems in presence of input noise
- Fitting ARMA time series by structural equation models
- Optimal errors-in-variables filtering
- An improved bias-compensation approach for errors-in-variables model identification
- Some contributions to maximum likelihood factor analysis
- Factor analysis by generalized least squares
- Latent Variable Models and Factor Analysis
- Extending the Frisch scheme for errors-in-variables identification to correlated output noise
- Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series
- Transfer function estimation from noisy input and output data
- Separable nonlinear least squares: the variable projection method and its applications
- Asymptotically distribution‐free methods for the analysis of covariance structures
- A bias correction method for identification of linear dynamic errors-in-variables models
- Covariance Matching for Continuous-Time Errors-in-Variables Problems
- A general method for analysis of covariance structures
- The Differentiation of Pseudo-Inverses and Nonlinear Least Squares Problems Whose Variables Separate
- Structural Equation Modeling
- Errors-in-variables methods in system identification
This page was built for publication: Errors-in-variables system identification using structural equation modeling