A confirmatory factor analysis approach for addressing the errors-in-variables problem with colored output noise

DOI10.1016/J.AUTOMATICA.2023.111187MaRDI QIDQ6136130zbMATH OpenOpenAlexFDO

Authors David Kreiberg

Publication date 28 August 2023

Published in Automatica (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1016/j.automatica.2023.111187

zbMATH Keywords

system identificationerrors-in-variablesminimum distance estimationconfirmatory factor analysiscolored output noise

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

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Cites work

• scientific article; zbMATH DE number 5620939 (Why is no real title available?)
• A bias correction method for identification of linear dynamic errors-in-variables models
• A covariance matching approach for identifying errors-in-variables systems
• A generalized instrumental variable estimation method for errors-in-variables identification problems
• Accuracy analysis of a covariance matching approach for identifying errors-in-variables systems
• Errors-in-variables methods in system identification
• Errors-in-variables methods in system identification
• Errors-in-variables system identification using structural equation modeling
• Extended accuracy analysis of a covariance matching approach for identifying errors-in-variables systems
• Large Sample Properties of Generalized Method of Moments Estimators
• The Differentiation of Pseudo-Inverses and Nonlinear Least Squares Problems Whose Variables Separate
• The Frisch scheme in dynamic system identification
• Transfer function estimation from noisy input and output data

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