Some asymptotic properties of multivariable models identified by equation error techniques

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

Peter H. Janssen, Paul Van den Hof

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

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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)

Cited In (5)

• 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
• A multivariate ultrastructural errors-in-variables model with equation error
• Evaluation of the effects of identification errors on the dynamical properties of a process model

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