Some asymptotic properties of multivariable models identified by equation error techniques

DOI10.1109/TAC.1987.1104437zbMATH Open0611.93061OpenAlexW2110119895MaRDI QIDQ3752274FDOQ3752274

Authors Paul Van den Hof, Peter H. Janssen

Publication date 1987

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.1987.1104437

zbMATH Keywords

time-invariantapproximate modelMarkov parametersequation error identificationlinear time-invariant discrete-time multi- variable models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear systems in control theory (93C05) Multivariable systems, multidimensional control systems (93C35) Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)

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• On the consistency and asymptotic normality of discrete-time LTI models identified from concatenated data sets
• Variance-error quantification for identified poles and zeros
• A multivariate ultrastructural errors-in-variables model with equation error
• Extension of SGMF Using Gaussian Sum Approximation for Nonlinear/Non-Gaussian Model and Its Application in Multipath Estimation
• Asymptotic properties of least-squares estimates of Hammerstein-Wiener models
• Model sets and parametrizations for identification of multivariable equation error models

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