Algorithms for recursive/semi-recursive bias-compensating least squares system identification within the errors-in-variables framework
From MaRDI portal
Publication:4897730
DOI10.1080/00207179.2012.696145zbMath1253.93134OpenAlexW2027437883MaRDI QIDQ4897730
Jens G. Linden, Tomasz Larkowski, K. J. Burnham
Publication date: 27 December 2012
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207179.2012.696145
system identificationleast squareserrors-in-variablesFrisch schemerecursive estimationbias compensationbias eliminating least squares
Related Items
Identification of errors in variables linear state space models using iterative principal component analysis ⋮ Identification of EIV models by compensated PEM
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Frisch scheme in dynamic system identification
- Strongly consistent coefficient estimate for errors-in-variables models
- Relations between bias-eliminating least squares, the Frisch scheme and extended compensated least squares methods for identifying errors-in-variables systems
- Conjugate gradient methods for the Rayleigh quotient minimization of generalized eigenvalue problems
- Perspectives on errors-in-variables estimation for dynamic systems
- Recursive identification for multivariate errors-in-variables systems
- On instrumental variable and total least squares approaches for identification of noisy systems
- PARAMETRIC IDENTIFICATION OF LINEAR NOISY INPUT-OUTPUT SYSTEMS
- Unbiased parameter estimation of linear systems in the presence of input and output noise
- Frisch scheme identification for dynamic diagonal bilinear models
- Bias correction in least-squares identification
- On-line modified least-squares parameter estimation of linear discrete dynamic systems
- Transfer function estimation from noisy input and output data
- On least-squares identification of stochastic linear systems with noisy input-output data
- CONJUGATE GRADIENT METHODS FOR SOLVING THE SMALLEST EIGENPAIR OF LARGE SYMMETRIC EIGENVALUE PROBLEMS
- Separable nonlinear least squares: the variable projection method and its applications
- A bias correction method for identification of linear dynamic errors-in-variables models
- Accuracy Analysis of the Frisch Scheme for Identifying Errors-in-Variables Systems
- The Differentiation of Pseudo-Inverses and Nonlinear Least Squares Problems Whose Variables Separate
- Convergence properties of bias-eliminating algorithms for errors-in-variables identification
- Errors-in-variables methods in system identification