Identification of linear systems with input and output noise: the Koopmans-Levin method

DOI10.1049/IP-D.1985.0007zbMATH Open0554.93071OpenAlexW4248745263MaRDI QIDQ3218042FDOQ3218042

Authors: K. Vincenza Fernando, H. Nicholson 

Publication date: 1985

Published in: IEE Proceedings D Control Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1049/ip-d.1985.0007

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zbMATH Keywords

parameter estimationrobust algorithmsmethoddiscrete-time linear systems with input and output noiseKoopmans-Levin

Mathematics Subject Classification ID

Sequential estimation (62L12) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cited In (26)

• On homogeneous least-squares problems and the inconsistency introduced by mis-constraining
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• Accuracy analysis of bias-eliminating least squares estimates for errors-in-variables systems
• Parameter estimation of stochastic linear systems with noisy input
• Identification of a class of dynamic errors‐in‐variables models
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• Errors-in-variables identification using maximum likelihood estimation in the frequency domain
• Parameter estimation from noisy measurements
• Errors-in-variables methods in system identification
• Identification of linear dynamic systems using piecewise constant exitations: Use, misuse and alternatives
• ON UNBIASED PARAMETER ESTIMATION OF LINEAR SYSTEMS USING NOISY MEASUREMENTS
• On the identifiability of errors-in-variables models with white measurement errors
• Subspace algorithms for the identification of multivariable dynamic errors-in-variables models
• Parameter consistency and quadratically constrained errors-in-variables least-squares identification
• Recursive identification for dynamic linear systems from noisy input-output measurements
• Accuracy analysis of time domain maximum likelihood method and sample maximum likelihood method for errors-in-variables and output error identification
• Convergence properties of bias-eliminating algorithms for errors-in-variables identification
• Identification of nonlinear errors-in-variables models.
• A bias-corrected estimator for nonlinear systems with output-error type model structures
• Unbiased parameter estimation of linear systems in the presence of input and output noise
• On the accuracy of total least squares and least squares techniques in the presence of errors on all data
• Maximum likelihood identification of noisy input-output models
• Least-squares parameter estimation of linear systems with noisy input–output data
• Identification of errors-in-variables ARX models using modified dynamic iterative PCA
• Identification methods in a unified framework
• Frequency domain identification of FIR models in the presence of additive input-output noise

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