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

DOI10.1080/00207170600999884zbMATH Open1140.93498OpenAlexW2016417356MaRDI QIDQ3423784FDOQ3423784

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

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Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Identification of nonlinear errors-in-variables models.
• Robust and consistent estimation of nonlinear errors-in-variables models
• Second-order Volterra filtering and its application to nonlinear system identification
• Asymptotic properties of an estimator in nonlinear functional errors-in-variables models with dependent error terms
• A consistent estimator in general functional errors-in-variables models.
• Identification of polyperiodic Volterra systems by means of input-output noisy measurements
• Perspectives on errors-in-variables estimation for dynamic systems
• A Structure Theory for Linear Dynamic Errors-in-Variables Models
• Higher-order cyclostationarity-based methods for identifying Volterra systems by input-output noisy measurements
• Least‐correlation estimates for errors‐in‐variables models
• Fitting Data with Errors in All Variables Using the Huber M-estimator

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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