A Geometric Approach to Variance Analysis in System Identification

DOI10.1109/TAC.2010.2076213zbMATH Open1368.93746MaRDI QIDQ5347697FDOQ5347697

Authors: Håkan Hjalmarsson, Jonas Mårtensson 

Publication date: 25 August 2017

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

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Estimation in multivariate analysis (62H12) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cited In (11)

• Estimating models with high-order noise dynamics using semi-parametric weighted null-space fitting
• Identification of symmetric noncausal processes
• Accuracy of linear multiple-input multiple-output (MIMO) models obtained by maximum likelihood estimation
• Robust and nonlinear control literature survey (No. 25)
• Variance analysis of identified linear MISO models having spatially correlated inputs, with application to parallel Hammerstein models
• The Box-Jenkins Steiglitz-McBride algorithm
• Finite model order accuracy in Hammerstein model estimation
• On the accuracy in errors-in-variables identification compared to prediction-error identification
• Variance prediction under systematic sampling with geometric probes
• Covariance analysis in SISO linear systems identification
• Variance analysis of linear SIMO models with spatially correlated noise

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