Unifying some higher-order statistic-based methods for errors-in-variables model identification

DOI10.1016/J.AUTOMATICA.2009.04.019MaRDI QIDQ963795zbMATH OpenOpenAlexFDO

Authors Stéphane Thil, Wei Xing Zheng, M. Gilson, Hugues Garnier

Publication date 14 April 2010

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2009.04.019

zbMATH Keywords

instrumental variablesystem identificationerrors-in-variableshigher-order statistics

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Identification in stochastic control theory (93E12)

Recommendations

• Identification and estimation of dynamic errors-in-variables models
• The identification of multivariate linear dynamic errors-in-variables models
• Identification of dynamic errors-in-variables models
• Identification of continuous-time errors-in-variables models
• Identification of errors-in-variables models with Faurre type realization algorithms
• On parameter estimation for high dimensional errors-in-variables models
• scientific article; zbMATH DE number 1748550
• Identifiability in Multivariate Dynamic Linear Errors-in-Variables Models

Cites work

• scientific article; zbMATH DE number 3765004 (Why is no real title available?)
• A higher-order correlation method for model-order and parameter estimation
• Accuracy analysis of bias-eliminating least squares estimates for errors-in-variables systems
• An improved bias-compensation approach for errors-in-variables model identification
• Errors-in-variables methods in system identification
• Extending the Frisch scheme for errors-in-variables identification to correlated output noise
• Frequency domain maximum likelihood estimation of linear dynamic errors-in-variables models
• Identification of continuous-time errors-in-variables models
• Identification of linear systems using input-output cumulants
• Identification of linear systems with noisy input using input-output cumulants
• Identification of stochastic linear systems in presence of input noise
• Maximum likelihood identification of noisy input-output models
• Third-order cumulants based methods for continuous-time errors-in-variables model identification

Cited in

(6)

• Identification of static errors-in-variables models: The rank reducibility problem
• Errors-in-variables identification using maximum likelihood estimation in the frequency domain
• Identification of EIV models by compensated PEM
• scientific article; zbMATH DE number 7028233 (Why is no real title available?)
• Identification of EIV models with coloured input–output noise: combining PEM and covariance matching method
• Statistical identification with error balancing

This page was built for publication: Unifying some higher-order statistic-based methods for errors-in-variables model identification

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q963795)