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

DOI10.1016/J.AUTOMATICA.2014.08.020MaRDI QIDQ472586zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

covariance functionscovariance matrixsystem identificationerrors-in-variables modelslinear systems

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

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Cites work

• scientific article; zbMATH DE number 5620939 (Why is no real title available?)
• A covariance matching approach for identifying errors-in-variables systems
• A general method for analysis of covariance structures
• A generalized instrumental variable estimation method for errors-in-variables identification problems
• 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
• Covariance Matching for Continuous-Time Errors-in-Variables Problems
• Errors-in-variables methods in system identification
• Latent variable models and factor analysis. A unified approach
• On covariance function tests used in system identification
• The Frisch scheme in dynamic system identification

Cited in

(11)

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

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