Identification of errors-in-variables systems: an asymptotic approach
From MaRDI portal
Publication:4589135
Recommendations
- Errors-in-variables methods in system identification
- Errors-in-variables system identification using structural equation modeling
- Identification of errors-in-variables systems with nonlinear output observations
- Identification of errors-in-variables systems with general nonlinear output observations and with ARMA observation noises
- Perspectives on errors-in-variables estimation for dynamic systems
Cited in
(12)- A covariance matching approach for identifying errors-in-variables systems
- Perspectives on errors-in-variables estimation for dynamic systems
- Open-loop asymptotically efficient model reduction with the Steiglitz-McBride method
- Identification of errors-in-variables ARX models using modified dynamic iterative PCA
- Identification of errors-in-variables systems with general nonlinear output observations and with ARMA observation noises
- Errors-in-variables system identification using structural equation modeling
- Identification of errors-in-variables models with Faurre type realization algorithms
- Approximative weighting for a covariance-matching approach for identifying errors-in-variables systems
- Output-error identification methods for partially known systems
- Identification of errors in variables linear state space models using iterative principal component analysis
- Identification of dual‐rate sampled errors‐in‐variables systems with time delays
- Identification error bounds and asymptotic distributions for systems with structural uncertainties
This page was built for publication: Identification of errors-in-variables systems: an asymptotic approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4589135)
