On the accuracy in errors-in-variables identification compared to prediction-error identification
DOI10.1016/J.AUTOMATICA.2011.09.002zbMATH Open1235.93072OpenAlexW2052856927MaRDI QIDQ665203FDOQ665203
Authors: Håkan Hjalmarsson, Jonas Mårtensson, Cristian R. Rojas, Torsten Söderström 
Publication date: 5 March 2012
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2011.09.002
Recommendations
- Accuracy analysis of a covariance matching approach for identifying errors-in-variables systems
- A covariance matching approach for identifying errors-in-variables systems
- scientific article; zbMATH DE number 1748559
- Extended accuracy analysis of a covariance matching approach for identifying errors-in-variables systems
- Perspectives on errors-in-variables estimation for dynamic systems
system identificationaccuracy of identificationasymptotic variance expressionserror-in-variables identification
Cites Work
- Errors-in-variables methods in system identification
- On covariance function tests used in system identification
- On the frequency domain accuracy of closed-loop estimates
- Asymptotic variance expressions for closed-loop identification
- Title not available (Why is that?)
- Discrete-time stochastic systems. Estimation and control.
- A Geometric Approach to Variance Analysis in System Identification
- From experiment design to closed-loop control
- Identifiability of errors in variables dynamic systems
- Uncertainty of transfer function modelling using prior estimated noise models
- The Cramér--Rao lower bound for noisy input--output systems.
- A generalization of Whittle's formula for the information matrix of vector-mixed time series
- Estimation of model quality
Cited In (8)
- Extended accuracy analysis of a covariance matching approach for identifying errors-in-variables systems
- Accuracy analysis of a covariance matching approach for identifying errors-in-variables systems
- Noise covariance estimation via autocovariance least-squares with deadbeat filters
- Recursive least squares estimation algorithm applied to a class of linear-in-parameters output error moving average systems
- A numerical investigation of direct and indirect closed-loop architectures for estimating nonminimum-phase zeros
- Finite model order accuracy in Hammerstein model estimation
- Covariance analysis in SISO linear systems identification
- On the accuracy of a covariance matching method for continuous-time errors-in-variables identification
This page was built for publication: On the accuracy in errors-in-variables identification compared to prediction-error identification
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q665203)
