scientific article; zbMATH DE number 166833

MaRDI QIDQ4034140zbMATH OpenFDO

Authors Fro Hammelrath

Publication date 16 May 1993

zbMATH Keywords

consistencyefficiencyGaussian errorsleast squares estimatorslinear modelslinearizationMarkovian correlation dependencyoutput-error problemssecond order cost functionsmoothnesssystem identification

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02)

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Cited in

(4)

• Variance analysis of \(L_2\) model reduction when undermodeling -- the output error case.
• Parameter consistency and quadratically constrained errors-in-variables least-squares identification
• Cost function shaping of the output error criterion
• The cost of complexity in system identification: the output error case

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