Errors-in-variables system identification using structural equation modeling

DOI10.1016/J.AUTOMATICA.2015.12.007zbMATH Open1335.93133OpenAlexW2251733579MaRDI QIDQ254591FDOQ254591

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

zbMATH Keywords

system identificationerrors-in-variables modelslinear systemsstructural equation models

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cites Work

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• Maximum Likelihood "Confirmatory" Factor Analysis of Economic Time Series
• Latent Variable Models and Factor Analysis
• A general method for analysis of covariance structures
• Structural Equation Modeling
• A dynamic factor model for the analysis of multivariate time series
• The Differentiation of Pseudo-Inverses and Nonlinear Least Squares Problems Whose Variables Separate
• Some contributions to maximum likelihood factor analysis
• Separable nonlinear least squares: the variable projection method and its applications
• Asymptotically distribution‐free methods for the analysis of covariance structures
• A covariance matching approach for identifying errors-in-variables systems
• 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
• Factor analysis by generalized least squares
• Extending the Frisch scheme for errors-in-variables identification to correlated output noise
• Transfer function estimation from noisy input and output data
• Extended accuracy analysis of a covariance matching approach for identifying errors-in-variables systems
• A bias correction method for identification of linear dynamic errors-in-variables models
• Covariance Matching for Continuous-Time Errors-in-Variables Problems
• Errors-in-variables methods in system identification
• Accuracy analysis of a covariance matching approach for identifying errors-in-variables systems
• The Frisch scheme in dynamic system identification

Cited In (14)

• Identification of EIV models by compensated PEM
• A confirmatory factor analysis approach for addressing the errors-in-variables problem with colored output noise
• Empirical likelihood based diagnostics for heteroscedasticity in semiparametric varying-coefficient partially linear errors-in-variables models
• Frequency domain identification using adaptive Fourier decomposition method with polynomials
• Wiener–Hammerstein nonlinear system identification using spectral analysis
• Identification of regularized models in the linear regression class
• Identification of EIV models with coloured input–output noise: combining PEM and covariance matching method
• A novel ESMF-based observer and control scheme for a type of tendon-sheath hysteresis system
• 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
• Recursive identification of errors-in-variables systems based on the correlation analysis
• Title not available (Why is that?)
• Identification of errors-in-variables systems with general nonlinear output observations and with ARMA observation noises
• Identification of discrete Wiener systems by using adaptive generalized rational orthogonal basis functions

Uses Software

• Matlab
• LISREL
• Optimization Toolbox

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