Recursive identification for dynamic linear systems from noisy input-output measurements
Summary: Errors-in-variables (EIV) model is a kind of model with not only noisy output but also noisy input measurements, which can be used for system modeling in many engineering applications. However, the identification for EIV model is much complicated due to the input noises. This paper focuses on the adaptive identification problem of real-time EIV models. Some derivation errors in an accuracy research of the popular Frisch scheme used for EIV identification have been pointed out in a recent study. To solve the same modeling problem, a new algorithm is proposed in this paper. A Moving Average (MA) process is used as a substitute for the joint impact of the mutually independent input and output noises, and then system parameters and the noise properties are estimated in the view of the time domain and frequency domain separately. A recursive form of the first step calculation is constructed to improve the calculation efficiency and online computation ability. Another advantage of the proposed algorithm is its applicableness to different input processes situations. Numerical simulations are given to demonstrate the efficiency and robustness of the new algorithm.
- Recursive identification for errors-in-variables systems: from linear to nonlinear systems
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- Identification of errors-in-variables systems with nonlinear output observations
- Recursive identification of errors-in-variables systems based on the correlation analysis
- Identification of errors-in-variables systems with ARMA observation noises
- A bias correction method for identification of linear dynamic errors-in-variables models
- Accuracy Analysis of the Frisch Scheme for Identifying Errors-in-Variables Systems
- An improved bias-compensation approach for errors-in-variables model identification
- Bias-eliminating least-squares identification of errors-in-variables models with mutually correlated noises
- Errors-in-variables methods in system identification
- Errors-in-variables modeling in optical flow estimation
- Extending the Frisch scheme for errors-in-variables identification to correlated output noise
- scientific article; zbMATH DE number 3473182 (Why is no real title available?)
- scientific article; zbMATH DE number 1342053 (Why is no real title available?)
- IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS
- Identifiability of errors in variables dynamic systems
- Identification of linear systems with input and output noise: the Koopmans-Levin method
- Maximum likelihood identification of noisy input-output models
- Parameter consistency and quadratically constrained errors-in-variables least-squares identification
- Relations between bias-eliminating least squares, the Frisch scheme and extended compensated least squares methods for identifying errors-in-variables systems
- Strongly consistent coefficient estimate for errors-in-variables models
- The Frisch scheme in dynamic system identification
- Unbiased parameter estimation of linear systems in the presence of input and output noise
- Recursive system identification in the presence of noise and model uncertainties
- Recursive identification algorithm for dynamic systems with output backlash and its convergence
- Recursive Identification and Adaptive Prediction in Linear Stochastic Systems
- scientific article; zbMATH DE number 65815 (Why is no real title available?)
- Recursive identification for multivariate autoregressive equation-error systems with autoregressive noise
- Recursive identification of errors-in-variables systems based on the correlation analysis
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