Perspectives on errors-in-variables estimation for dynamic systems

DOI10.1016/S0165-1684(02)00252-9zbMath0994.93065OpenAlexW2000329349MaRDI QIDQ1603615

Kaushik Mahata, Torsten Söderström, Umberto Soverini

Publication date: 15 July 2002

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1684(02)00252-9

zbMATH Keywords

system identification frequency domain parameter estimation time domain maximum likelihood errors-in-variables Frisch scheme instrumental variables spectral estimators bias-compensation

Mathematics Subject Classification ID

Frequency-response methods in control theory (93C80) Identification in stochastic control theory (93E12) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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