A generalized instrumental variable estimation method for errors-in-variables identification problems

DOI10.1016/J.AUTOMATICA.2011.05.010zbMATH Open1226.93131OpenAlexW2092433837MaRDI QIDQ642910FDOQ642910

Authors: Torsten Söderström 

Publication date: 27 October 2011

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2011.05.010

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• scientific article; zbMATH DE number 1748559

zbMATH Keywords

covariance functionscovariance matrixsystem identificationerrors-in-variables modelslinear systems

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cites Work

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• A covariance matching approach for identifying errors-in-variables systems
• Extending the Frisch scheme for errors-in-variables identification to correlated output noise
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• Transfer function estimation from noisy input and output data
• A bias correction method for identification of linear dynamic errors-in-variables models
• Errors-in-variables methods in system identification
• Accuracy analysis of a covariance matching approach for identifying errors-in-variables systems
• On covariance function tests used in system identification
• The Frisch scheme in dynamic system identification
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• Instrumental variable methods for system identification
• Accuracy analysis of bias-eliminating least squares estimates for errors-in-variables systems
• Relations between bias-eliminating least squares, the Frisch scheme and extended compensated least squares methods for identifying errors-in-variables systems
• Title not available (Why is that?)
• Accuracy Analysis of the Frisch Scheme for Identifying Errors-in-Variables Systems

Cited In (21)

• Robust and nonlinear control literature survey (No. 27)
• An improved computationally efficient identification method for errors-in-variables models based on v-gap optimisation
• Identification of EIV models by compensated PEM
• A confirmatory factor analysis approach for addressing the errors-in-variables problem with colored output noise
• Errors-in-variables identification using maximum likelihood estimation in the frequency domain
• Hierarchical least squares parameter estimation algorithm for two-input Hammerstein finite impulse response systems
• Extended accuracy analysis of a covariance matching approach for identifying errors-in-variables systems
• Identification of Continuous-Time Fractional Models from Noisy Input and Output Signals
• Errors-in-variables methods in system identification
• A generalised instrumental variable estimator for multivariable errors-in-variables identification problems
• New consistent methods for order and coefficient estimation of continuous-time errors-in-variables fractional models
• Recursive least squares estimation algorithm applied to a class of linear-in-parameters output error moving average systems
• Recursive identification of errors-in-variables systems based on the correlation analysis
• Benefits of variable structure techniques for parameter estimation in stochastic systems using least squares method and instrumental variables
• Identification of errors-in-variables ARX models using modified dynamic iterative PCA
• Adaptive control and signal processing literature survey (No. 27)
• Title not available (Why is that?)
• Frequency domain identification of FIR models in the presence of additive input-output noise
• A unified framework for EIV identification methods when the measurement noises are mutually correlated
• Errors-in-variables identification in dynamic networks-consistency results for an instrumental variable approach
• Novel parameter estimation of autoregressive signals in the presence of noise

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