scientific article; zbMATH DE number 1748559
zbMATH Open0995.65008MaRDI QIDQ4530441FDOQ4530441
Authors: Umberto Soverini, Kaushik Mahata, Torsten Söderström
Publication date: 3 June 2002
Title of this publication is not available (Why is that?)
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computational complexitymaximum likelihoodinstrumental variablesprediction errorsystem identificationtime-seriesFrisch schemestatistical efficiencydynamic error-in-variables
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Numerical optimization and variational techniques (65K10) Complexity and performance of numerical algorithms (65Y20) System identification (93B30)
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- Dynamic errors-in-variables systems with three variables
- Errors-in-variables methods in system identification
- A generalised instrumental variable estimator for multivariable errors-in-variables identification problems
- Accuracy analysis of time domain maximum likelihood method and sample maximum likelihood method for errors-in-variables and output error identification
- Identification of dynamic errors-in-variables models: Approaches based on two-dimensional ARMA modeling of the data
- Perspectives on errors-in-variables estimation for dynamic systems
- TLS formulation and core reduction for problems with structured right-hand sides
- A generalized instrumental variable estimation method for errors-in-variables identification problems
- An improved bias-compensation approach for errors-in-variables model identification
- Identification of dynamic errors-in-variables systems with quasi-stationary input and colored noise
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- Frisch scheme identification for dynamic diagonal bilinear models
- Extending the Frisch scheme for errors-in-variables identification to correlated output noise
- On the accuracy in errors-in-variables identification compared to prediction-error identification
- Krylov Subspace Approach to Core Problems within Multilinear Approximation Problems: A Unifying Framework
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