Maximum likelihood identification of noisy input-output models

DOI10.1016/J.AUTOMATICA.2006.09.009zbMATH Open1136.93045OpenAlexW2054730713MaRDI QIDQ875481FDOQ875481

Roberto Guidorzi, Umberto Soverini, Roberto Diversi

Publication date: 13 April 2007

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2006.09.009

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• scientific article; zbMATH DE number 3926024

zbMATH Keywords

interpolationsystem identificationerrors-in-variables models[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Cr%EF%BF%BD%EF%BF%BDmer-Rao+lower+bound&go=Go Cr��mer-Rao lower bound]maximum likelihood identification

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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• Identification of stochastic linear systems in presence of input noise
• Optimal errors-in-variables filtering
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• Transfer function estimation from noisy input and output data
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• On covariance function tests used in system identification
• The geometry of weighted low-rank approximations
• The Cramér--Rao lower bound for noisy input--output systems.
• Application of structured total least squares for system identification and model reduction
• Identification of linear systems with input and output noise: the Koopmans-Levin method
• Global total least squares modeling of multivariable time series
• Block-Toeplitz/Hankel Structured Total Least Squares
• Title not available (Why is that?)
• Perspectives on errors-in-variables estimation for dynamic systems
• Multiple delays estimation for chirp signals using structured total least squares
• Algorithms for global total least squares modelling of finite multivariable time series
• Identification methods in a unified framework
• Robust parametric transfer function estimation using complex logarithmic frequency response data

Cited In (20)

• Unifying some higher-order statistic-based methods for errors-in-variables model identification
• Identification of ARX and ARARX models in the presence of input and output noises
• Errors-in-variables identification using maximum likelihood estimation in the frequency domain
• Bias correction-based recursive estimation for dual-rate output-error systems with sampling noise
• L₂-optimal identification of MIMO errors-in-variables models from the v-gap geometrical interpretation
• Errors-in-variables methods in system identification
• Title not available (Why is that?)
• Estimation of ARMAX processes with noise corrupted output signal observations
• Improved parameter bounds for set-membership EIV problems
• Recursive identification for dynamic linear systems from noisy input-output measurements
• Structure identification of parameter-bounding models by use of noise-structure bounds
• The Cramér--Rao lower bound for noisy input--output systems.
• New consistent methods for order and coefficient estimation of continuous-time errors-in-variables fractional models
• A bias-corrected estimator for nonlinear systems with output-error type model structures
• Maximum-likelihood binary shift-register synthesis from noisy observations
• Frequency domain sample maximum likelihood estimation for spatially dependent parameter estimation in PDEs
• Identification of dynamic errors-in-variables systems with quasi-stationary input and colored noise
• Identification of errors-in-variables ARX models using modified dynamic iterative PCA
• The Frisch scheme in multivariable errors-in-variables identification
• Auxiliary model based recursive and iterative least squares algorithm for autoregressive output error autoregressive systems

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