Least-squares parameter estimation of linear systems with noisy input–output data
DOI10.1080/00207720600681146zbMATH Open1102.93042OpenAlexW2043469386MaRDI QIDQ5484608FDOQ5484608
Authors: Wei Xing Zheng 
Publication date: 21 August 2006
Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207720600681146
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Cites Work
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- Optimal errors-in-variables filtering
- Transfer function estimation from noisy input and output data
- The Frisch scheme in dynamic system identification
- Title not available (Why is that?)
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- Identification of linear systems with input and output noise: the Koopmans-Levin method
- Parameter estimation of stochastic linear systems with noisy input
- IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS
- Algorithms for optimal errors-in-variables filtering.
- Linear dynamic errors-in-variables models. Some structure theory
Cited In (8)
- Robust control oriented identification of errors-in-variables models based on normalised coprime factors
- A new PI optimal linear quadratic state-estimate tracker for continuous-time non-square non-minimum phase systems
- ON UNBIASED PARAMETER ESTIMATION OF LINEAR SYSTEMS USING NOISY MEASUREMENTS
- Least-squares state estimation of systems with state-dependent observation noise
- Informativity of noisy data for structural properties of linear systems
- Unbiased parameter estimation of linear systems in the presence of input and output noise
- Novel observer/controller identification method-based minimal realisations in block observable/controllable canonical forms and compensation improvement
- An iterative Kalman smoother/least-squares algorithm for the identification of delta-ARX models
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