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

Recommendations

• Model sets and parametrizations for identification of multivariable equation error models
• Subspace algorithms for the identification of multivariable dynamic errors-in-variables models
• Linear dynamic errors-in-variables models. Some structure theory
• Asymptotic properties of least-squares estimates of Hammerstein-Wiener models
• Identification of multivariable errors in variable models with dynamics

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 (7)

• Extension of SGMF Using Gaussian Sum Approximation for Nonlinear/Non-Gaussian Model and Its Application in Multipath Estimation
• On the consistency and asymptotic normality of discrete-time LTI models identified from concatenated data sets
• 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
• Variance-error quantification for identified poles and zeros
• Evaluation of the effects of identification errors on the dynamical properties of a process model

This page was built for publication: Some asymptotic properties of multivariable models identified by equation error techniques

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3752274)