Extended least-correlation estimates for errors-in-variables non-linear models

DOI10.1080/00207170600999884MaRDI QIDQ3423784zbMATH OpenOpenAlexFDO

Authors Byung-Eul Jun, Dennis S. Bernstein

Publication date 15 February 2007

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207170600999884

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Least squares and related methods for stochastic control systems (93E24)

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Cites work

• scientific article; zbMATH DE number 1734139 (Why is no real title available?)
• A Structure Theory for Linear Dynamic Errors-in-Variables Models
• A consistent estimator in general functional errors-in-variables models.
• Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms
• Fitting Data with Errors in All Variables Using the Huber M-estimator
• Higher-order cyclostationarity-based methods for identifying Volterra systems by input-output noisy measurements
• Identification of nonlinear errors-in-variables models.
• Identification of polyperiodic Volterra systems by means of input-output noisy measurements
• Least‐correlation estimates for errors‐in‐variables models
• Perspectives on errors-in-variables estimation for dynamic systems
• Robust and consistent estimation of nonlinear errors-in-variables models
• Second-order Volterra filtering and its application to nonlinear system identification

Cited in

(6)

• Identification of EIV models by compensated PEM
• Extended least trimmed squares estimator in semiparametric regression models with correlated errors
• Least‐correlation estimates for errors‐in‐variables models
• Recursive identification of errors-in-variables Wiener-Hammerstein systems
• A bias-corrected estimator for nonlinear systems with output-error type model structures
• Polynomial fitting of nonlinear sources with correlating inputs

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