Recursive identification of errors-in-variables systems based on the correlation analysis

DOI10.1007/S00034-020-01441-7zbMATH Open1517.93019OpenAlexW3027189828MaRDI QIDQ6135540FDOQ6135540

Authors: Shujun Fan, Feng Ding, Tasawar Hayat 

Publication date: 25 August 2023

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00034-020-01441-7

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zbMATH Keywords

parameter estimationinstrumental variableleast squarescorrelation analysisEIV system

Mathematics Subject Classification ID

System identification (93B30) Linear systems in control theory (93C05) Least squares and related methods for stochastic control systems (93E24) Realizations from input-output data (93B15)

Cites Work

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Cited In (9)

• A covariance matching approach for identifying errors-in-variables systems
• The maximum correntropy criterion-based robust hierarchical estimation algorithm for linear parameter-varying systems with non-Gaussian noise
• Least‐correlation estimates for errors‐in‐variables models
• A comparison of three correlation techniques for system identification†
• Title not available (Why is that?)
• Extending the Frisch scheme for errors-in-variables identification to correlated output noise
• Expectation maximization algorithm for GPS positioning in multipath environments based on Volterra series
• Recursive identification for multivariate autoregressive equation-error systems with autoregressive noise
• Bias-compensated least squares and fuzzy PSO based hierarchical identification of errors-in-variables Wiener systems

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