On covariance function tests used in system identification

DOI10.1016/0005-1098(90)90164-DzbMATH Open0714.93056OpenAlexW2006250902MaRDI QIDQ751604FDOQ751604

Authors: Torsten Söderström, Petre Stoica 

Publication date: 1990

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(90)90164-d

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zbMATH Keywords

parameter estimationcovariance functionstatistical testsmodel validationprediction error methodscorrelation methodscovariance testssystem order determination

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Identification in stochastic control theory (93E12)

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Cited In (only showing first 100 items - show all)

• Analysis of a nonsmooth optimization approach to robust estimation
• Robust EM kernel-based methods for linear system identification
• Kernel methods in system identification, machine learning and function estimation: a survey
• Extended accuracy analysis of a covariance matching approach for identifying errors-in-variables systems
• System identification in the presence of outliers and random noises: a compressed sensing approach
• A unifying theorem for three subspace system identification algorithms
• On global identifiability for arbitrary model parametrizations
• Accuracy analysis of a covariance matching approach for identifying errors-in-variables systems
• Prediction error identification of linear systems: a nonparametric Gaussian regression approach
• Errors-in-variables methods in system identification
• On covariance function tests used in system identification
• On robustness in control and LTI identification: near-linearity and non-conic uncertainty
• Dual time-frequency domain system identification
• Accuracy of linear multiple-input multiple-output (MIMO) models obtained by maximum likelihood estimation
• Model selection approaches for non-linear system identification: a review
• Nonparametric preprocessing in system identification: a powerful tool
• A new kernel-based approach for linear system identification
• Sparse plus low rank network identification: a nonparametric approach
• A covariance matching approach for identifying errors-in-variables systems
• Regularized linear system identification using atomic, nuclear and kernel-based norms: the role of the stability constraint
• Minimal state-space realization in linear system theory: An overview
• A clustering technique for the identification of piecewise affine systems
• Identification of stochastic linear systems in presence of input noise
• From polynomial matrices to Markov parameters and back: Theory and numerical algorithms
• A case study of Grey Box identification
• Identification of multi-input systems: variance analysis and input design issues
• Worst-case control-relevant identification
• Instrumental variable methods for closed-loop system identification
• Neural networks for control systems - a survey
• Least costly identification experiment for control
• Hierarchical gradient-based identification of multivariable discrete-time systems
• Accuracy analysis of time domain maximum likelihood method and sample maximum likelihood method for errors-in-variables and output error identification
• On the equivalence of time and frequency domain maximum likelihood estimation
• Nonlinear black-box models in system identification: Mathematical foundations
• Unified set membership theory for identification, prediction and filtering of nonlinear systems
• The most powerful unfalsified model for data with missing values
• An \(L^{p}\) analog to AAK theory for \(p\geq 2\)
• Bayesian system identification via Markov chain Monte Carlo techniques
• Parameter identifiability of nonlinear systems: The role of initial conditions.
• A blind approach to the Hammerstein-Wiener model identification
• A class of subspace model identification algorithms to identify periodically and arbitrarily time-varying systems
• Implementation of algorithms for tuning parameters in regularized least squares problems in system identification
• A general multirate approach for direct closed-loop identification to the Nyquist frequency and beyond
• A generalized instrumental variable estimation method for errors-in-variables identification problems
• A virtual closed loop method for closed loop identification
• Decentralized closed-loop parameter identification for multivariable processes from step responses
• An improved bias-compensation approach for errors-in-variables model identification
• An estimator of the inverse covariance matrix and its application to ML parameter estimation in dynamical systems
• Recursive identification for multivariate errors-in-variables systems
• Qualitative modelling of linear dynamical systems with quantized state measurements
• A two-stage algorithm for identification of nonlinear dynamic systems
• Maximum likelihood identification of noisy input-output models
• A new kernel-based approach to hybrid system identification
• On the ill-conditioning of subspace identification with inputs
• Study of the LTI relations between the outputs of two coupled Wiener systems and its application to the generation of initial estimates for Wiener-Hammerstein systems
• An adaptive predictive regulator with input saturations
• A Bayesian approach to sparse dynamic network identification
• System identification of nonlinear state-space models
• Linear and nonlinear system identification using separable least-squares
• Identification of the deterministic part of MIMO state space models given in innovations form from input-output data
• On Fisher's information matrix of an ARMAX process and Sylvester's resultant matrices
• Guaranteed non-asymptotic confidence regions in system identification
• Closed-loop identification with an unstable or nonminimum phase controller
• A low-order active fault-tolerant state space self-tuner for the unknown sampled-data nonlinear singular system using OKID and modified ARMAX model-based system identification
• Identification and control: joint input design and \(\mathcal H_\infty\) state feedback with ellipsoidal parametric uncertainty via LMIs
• Structured low-rank approximation and its applications
• A numerical investigation of direct and indirect closed-loop architectures for estimating nonminimum-phase zeros
• Unbalance estimation using linear and nonlinear regression
• Identification for control of multivariable systems: controller validation and experiment design via LMIs
• Least squares based iterative algorithm for pseudo-linear autoregressive moving average systems using the data filtering technique
• Resolving actuator redundancy--optimal control vs. control allocation
• Data filtering based least squares iterative algorithm for parameter identification of output error autoregressive systems
• Identification and control -- Closed-loop issues
• Initializing Wiener-Hammerstein models based on partitioning of the best linear approximation
• Analysis of state space system identification methods based on instrumental variables and subspace fitting
• Nonlinear identification of unsteady heat transfer of a cylinder in pulsating cross flow
• The Bezoutian, state space realizations and Fisher's information matrix of an ARMA process
• On the accuracy in errors-in-variables identification compared to prediction-error identification
• Identification of Hammerstein nonlinear ARMAX systems
• Identifiability of linear dynamic networks
• Identification of piecewise affine systems based on statistical clustering technique
• The role of vector autoregressive modeling in predictor-based subspace identification
• Revisiting Hammerstein system identification through the two-stage algorithm for bilinear parameter estimation
• Subspace-based methods for the identification of linear time-invariant systems
• Model predictive control suitable for closed-loop re-identification
• Identification of continuous-time errors-in-variables models
• Wiener and Hammerstein uncertain models identification
• Nonparametric identification of Kronecker networks
• Robust maximum-likelihood estimation of multivariable dynamic systems
• Grey-box modelling and identification using physical knowledge and Bayesian techniques
• Approximate identification with closed-loop performance criterion and application to LQG feedback design
• Optimal experimental design and some related control problems
• Hammerstein-Wiener system estimator initialization
• Interval predictor models: identification and reliability
• Correlation-based tuning of decoupling multivariable controllers
• The asymptotic model quality assessment for instrumental variable identification revisited
• Self-optimizing generalized adaptive notch filters -- comparison of three optimization strategies
• Comparison of the closed-loop identification methods in terms of the bias distribution
• On Rissanen's predictive stochastic complexity for stationary ARMA processes
• An output error recursive algorithm for unbiased identification in closed loop

Uses Software

• System Identification Toolbox

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