Parameter estimation from noisy measurements

DOI10.1080/00207720701832549zbMATH Open1167.93399OpenAlexW1973835530MaRDI QIDQ3497785FDOQ3497785

Authors: István Vajk 

Publication date: 27 July 2009

Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207720701832549

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zbMATH Keywords

modellingmaximum-likelihood estimationsystem identificationerrors-in-variableslinear systems

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

• Subspace algorithms for the identification of multivariable dynamic errors-in-variables models
• Identification of dynamic errors-in-variables models
• Identification of nonlinear errors-in-variables models.
• Block-Toeplitz/Hankel Structured Total Least Squares
• Title not available (Why is that?)
• Estimation for Polynomial Structural Equation Models
• Perspectives on errors-in-variables estimation for dynamic systems
• Consistency of system identification by global total least squares

Cited In (9)

• Noise Enhanced Parameter Estimation
• Identification of linear systems with input and output noise: the Koopmans-Levin method
• Title not available (Why is that?)
• The influence of non-Gaussian noise on the accuracy of parameter estimation
• Guaranteeing parameter estimation with anomalous measurement errors
• Parameter estimation of linear systems with input-output noisy data: A generalized \(l_ p\) norm approach
• Title not available (Why is that?)
• Optimal estimation of several linear parameters in the presence of Lorentzian thermal noise
• Title not available (Why is that?)

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