A Geometric Approach to Variance Analysis in System Identification

DOI10.1109/TAC.2010.2076213MaRDI QIDQ5347697zbMATH OpenFDO

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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