scientific article; zbMATH DE number 7028233

DOI10.7641/CTA.2017.70545MaRDI QIDQ4623933zbMATH OpenFDO

Authors Deyun Xiao, Fan Yang, Yinong Zhang, Li-Hui Geng

Publication date 22 February 2019

zbMATH Keywords

parameter estimationleast squares methodsystem identificationbias compensationEIV model

Mathematics Subject Classification ID

System identification (93B30) Estimation and detection in stochastic control theory (93E10) Least squares and related methods for stochastic control systems (93E24)

Recommendations

• An improved bias-compensation approach for errors-in-variables model identification
• A bias correction method for identification of linear dynamic errors-in-variables models
• Bias-eliminating least-squares identification of errors-in-variables models with mutually correlated noises
• Unifying some higher-order statistic-based methods for errors-in-variables model identification
• How to Make Bias and Variance Errors Insensitive to System and Model Complexity in Identification
• Convergence properties of bias-eliminating algorithms for errors-in-variables identification
• A Simplified Form of the Bias-Eliminating Least Squares Method for Errors-in-Variables Identification
• Estimation error and the specification of unobserved component models
• Identification and estimation of dynamic errors-in-variables models

Cited in

(2)

• Identification of EIV models by compensated PEM
• An improved bias-compensation approach for errors-in-variables model identification

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4623933)