Recursive identification for multivariate errors-in-variables systems
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Publication:2641793
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Cites work
- A Kiefer-Wolfowitz algorithm with randomized differences
- A Structure Theory for Linear Dynamic Errors-in-Variables Models
- Asymptotic properties of sign algorithms for adaptive filtering
- Generalized Yule-Walker equations and testing the orders of multivariate time series
- scientific article; zbMATH DE number 65796 (Why is no real title available?)
- scientific article; zbMATH DE number 1222369 (Why is no real title available?)
- scientific article; zbMATH DE number 2023357 (Why is no real title available?)
- IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS
- Identification and stochastic adaptive control
- Identification of dynamic errors-in-variables models
- Identification of dynamic errors-in-variables models: Approaches based on two-dimensional ARMA modeling of the data
- Identification of scalar errors-in-variables models with dynamics
- Large-sample estimation of parameters for autoregressive processes with moving-average residuals
- Least-squares identification for ARMAX models without the positive real condition
- On covariance function tests used in system identification
- On the uniqueness of prediction error models for systems with noisy input-output data
- Pathwise Convergence of Recursive Identification Algorithms for Hammerstein Systems
- Perspectives on errors-in-variables estimation for dynamic systems
- Stability and instability of limit points for stochastic approximation algorithms
- Stochastic approximation and its applications
- Stochastic system identification with noisy input using cumulant statistics
- Strong consistence of recursive identification for Wiener systems
- Strong consistency of recursive identification for Hammerstein systems with discontinuous piecewise-linear memoryless block
- Strongly consistent coefficient estimate for errors-in-variables models
Cited in
(20)- Recursive relaxation identification of linear multivariable systems with its parallel algorithm
- Recursive system identification in the presence of noise and model uncertainties
- Recurrent estimation of the observation parameters and covariances in multidimensional systems for covariances of a special structure
- Identification of errors-in-variables ARX models using modified dynamic iterative PCA
- Identification of multivariable dynamic errors-in-variables system with arbitrary inputs
- Identification of errors-in-variables systems with ARMA observation noises
- Recursive system identification by stochastic approximation
- Recursive identification of errors-in-variables Wiener systems
- Recursive identification for errors-in-variables systems: from linear to nonlinear systems
- Parameter consistency and quadratically constrained errors-in-variables least-squares identification
- Recursive Best Approximate Solution Algorithms
- Recursive identification of errors-in-variables Wiener-Hammerstein systems
- Recursive maximum likelihood identification method for a multivariable controlled autoregressive moving average system
- Algorithms for recursive/semi-recursive bias-compensating least squares system identification within the errors-in-variables framework
- Identification of EIV models by compensated PEM
- Identification of EIV models with coloured input–output noise: combining PEM and covariance matching method
- Decomposition-based recursive least squares identification methods for multivariate pseudo-linear systems using the multi-innovation
- Recursive identification for multivariate autoregressive equation-error systems with autoregressive noise
- Recursive identification for EIV ARMAX systems
- Consensus-based decentralized real-time identification of large-scale systems
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