Extended accuracy analysis of a covariance matching approach for identifying errors-in-variables systems

DOI10.1016/J.AUTOMATICA.2014.08.020zbMATH Open1301.93166OpenAlexW4235568623MaRDI QIDQ472586FDOQ472586

Authors: Torsten Söderström, David Kreiberg, Magnus Mossberg 

Publication date: 19 November 2014

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2014.08.020

Recommendations

• Accuracy analysis of a covariance matching approach for identifying errors-in-variables systems
• A covariance matching approach for identifying errors-in-variables systems
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• Approximative weighting for a covariance-matching approach for identifying errors-in-variables systems
• On the accuracy in errors-in-variables identification compared to prediction-error identification

zbMATH Keywords

covariance functionscovariance matrixsystem identificationerrors-in-variables modelslinear systems

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

Cites Work

• Latent variable models and factor analysis. A unified approach
• A general method for analysis of covariance structures
• A covariance matching approach for identifying errors-in-variables systems
• Title not available (Why is that?)
• Covariance Matching for Continuous-Time Errors-in-Variables Problems
• Errors-in-variables methods in system identification
• Accuracy analysis of a covariance matching approach for identifying errors-in-variables systems
• On covariance function tests used in system identification
• The Frisch scheme in dynamic system identification
• A generalized instrumental variable estimation method for errors-in-variables identification problems
• Approximative weighting for a covariance-matching approach for identifying errors-in-variables systems

Cited In (11)

• Accuracy analysis of bias-eliminating least squares estimates for errors-in-variables systems
• Errors-in-variables system identification using structural equation modeling
• Identification of EIV models by compensated PEM
• A confirmatory factor analysis approach for addressing the errors-in-variables problem with colored output noise
• Accuracy analysis of a covariance matching approach for identifying errors-in-variables systems
• Approximative weighting for a covariance-matching approach for identifying errors-in-variables systems
• Identification of dual‐rate sampled errors‐in‐variables systems with time delays
• A covariance matching approach for identifying errors-in-variables systems
• Identification of EIV models with coloured input–output noise: combining PEM and covariance matching method
• On the accuracy in errors-in-variables identification compared to prediction-error identification
• On the accuracy of a covariance matching method for continuous-time errors-in-variables identification

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