Parameter estimation from noisy measurements

DOI10.1080/00207720701832549MaRDI QIDQ3497785zbMATH OpenOpenAlexFDO

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

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)

Recommendations

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Cites work

• scientific article; zbMATH DE number 1001849 (Why is no real title available?)
• Block-Toeplitz/Hankel Structured Total Least Squares
• Consistency of system identification by global total least squares
• Estimation for Polynomial Structural Equation Models
• Identification of dynamic errors-in-variables models
• Identification of nonlinear errors-in-variables models.
• Perspectives on errors-in-variables estimation for dynamic systems
• Subspace algorithms for the identification of multivariable dynamic errors-in-variables models

Cited in

(9)

• Noise Enhanced Parameter Estimation
• Identification of linear systems with input and output noise: the Koopmans-Levin method
• scientific article; zbMATH DE number 3202912 (Why is no real title available?)
• 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
• scientific article; zbMATH DE number 3940323 (Why is no real title available?)
• Optimal estimation of several linear parameters in the presence of Lorentzian thermal noise
• scientific article; zbMATH DE number 38955 (Why is no real title available?)

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