Accuracy Analysis of the Frisch Scheme for Identifying Errors-in-Variables Systems

DOI10.1109/TAC.2007.899005zbMath1366.93684OpenAlexW2167814532MaRDI QIDQ5282140

Torsten Söderström

Publication date: 27 July 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2007.899005

Mathematics Subject Classification ID

Related Items (10)

Recursive identification for dynamic linear systems from noisy input-output measurements ⋮ Accuracy analysis of a covariance matching approach for identifying errors-in-variables systems ⋮ Novel parameter estimation of autoregressive signals in the presence of noise ⋮ A generalized instrumental variable estimation method for errors-in-variables identification problems ⋮ Unnamed Item ⋮ Algorithms for recursive/semi-recursive bias-compensating least squares system identification within the errors-in-variables framework ⋮ Frisch scheme identification for dynamic diagonal bilinear models ⋮ A Suboptimal Dual Control Method for the Stochastic Systems with Parameters Drifting ⋮ A graph subspace approach to system identification based on errors-in-variables system models ⋮ Identification of regularized models in the linear regression class

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