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

DOI10.1016/J.AUTOMATICA.2023.111187zbMATH Open1520.93583OpenAlexW4385522441MaRDI QIDQ6136130FDOQ6136130

Authors: David Kreiberg 

Publication date: 28 August 2023

Published in: Automatica (Search for Journal in Brave)

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

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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)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• The Differentiation of Pseudo-Inverses and Nonlinear Least Squares Problems Whose Variables Separate
• A covariance matching approach for identifying errors-in-variables systems
• Errors-in-variables system identification using structural equation modeling
• Title not available (Why is that?)
• Transfer function estimation from noisy input and output data
• Extended accuracy analysis of a covariance matching approach for identifying errors-in-variables systems
• A bias correction method for identification of linear dynamic errors-in-variables models
• Errors-in-variables methods in system identification
• Errors-in-variables methods in system identification
• Accuracy analysis of a covariance matching approach for identifying errors-in-variables systems
• The Frisch scheme in dynamic system identification
• A generalized instrumental variable estimation method for errors-in-variables identification problems

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