scientific article; zbMATH DE number 1748559

MaRDI QIDQ4530441zbMATH OpenFDO

Authors Umberto Soverini, Kaushik Mahata, Torsten Söderström

Publication date 3 June 2002

zbMATH Keywords

computational complexitymaximum likelihoodinstrumental variablesprediction errorsystem identificationtime-seriesFrisch schemestatistical efficiencydynamic error-in-variables

Mathematics Subject Classification ID

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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(15)

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• 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
• scientific article; zbMATH DE number 5280187 (Why is no real title available?)
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• 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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