Parameter estimation of stochastic linear systems with noisy input

DOI10.1080/00207720410001691109zbMATH Open1079.93039OpenAlexW2089053956MaRDI QIDQ4652157FDOQ4652157

Authors: Wei Xing Zheng 

Publication date: 24 February 2005

Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207720410001691109

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zbMATH Keywords

parameter estimationstochastic linear systemsnoisy inputbias-eliminated least squares (BELS) method

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

Cites Work

• Identification of stochastic linear systems in presence of input noise
• Estimation in a semiparametric partially linear errors-in-variables model
• Transfer function estimation from noisy input and output data
• Polynomial Regression With Errors in the Variables
• Identification of linear systems with input and output noise: the Koopmans-Levin method
• IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS
• Linear dynamic errors-in-variables models. Some structure theory

Cited In (29)

• Identification of multivariable stochastic linear systems via polyspectral analysis given noisy input-output time-domain data
• Estimation of parameters of linear and nonlinear stochastic systems by the method of averaged residuals
• Title not available (Why is that?)
• Robust control oriented identification of errors-in-variables models based on normalised coprime factors
• Parameter estimation from noisy measurements
• Approximate analysis of a class of linear stochastic systems with colored noise parameters
• Noise-Robust Parameter Estimation of Linear Systems
• Identification of linear systems with input and output noise: the Koopmans-Levin method
• Stochastic system identification with noisy input using cumulant statistics
• ON UNBIASED PARAMETER ESTIMATION OF LINEAR SYSTEMS USING NOISY MEASUREMENTS
• Title not available (Why is that?)
• Simple ‘ in structure ’ estimation algorithm for space–dependent parameters in noisy distributed parameter systems
• Bias compensation methods for stochastic systems with colored noise
• Title not available (Why is that?)
• Informativity of noisy data for structural properties of linear systems
• Parameter estimation of system dynamics with modulation-type noise—application to the modelling of the dynamic relationship between the EMG and force transients in muscle
• Unbiased parameter estimation of linear systems in the presence of input and output noise
• Parameter estimation of linear systems with input-output noisy data: A generalized \(l_ p\) norm approach
• Least-squares parameter estimation of linear systems with noisy input–output data
• Auxiliary model method for transfer function estimation from noisy input and output data
• Least-squares estimation of input/output models for distributed linear systems in the presence of noise
• Title not available (Why is that?)
• On unified concepts of detectability and observability for continuous-time stochastic systems
• PARAMETRIC IDENTIFICATION OF LINEAR NOISY INPUT-OUTPUT SYSTEMS
• Title not available (Why is that?)
• Stochastic structural system identification. I: Mean parameter estimation. II: Variance parameter estimation
• Stochastic Parameter Estimation of Non-Linear Systems
• Experimental estimate of the parameters of a stochastic model of a human operator sensor system
• The response of a linear monostable system and its application in parameters estimation for PSK signals

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