Approximative weighting for a covariance-matching approach for identifying errors-in-variables systems

DOI10.1002/acs.1219zbMath1225.93114OpenAlexW2062714259MaRDI QIDQ3008930

Torsten Söderström, Magnus Mossberg

Publication date: 22 June 2011

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/acs.1219

zbMATH Keywords

system identificationcovariance functionerrors-in-variablesweighting matrix

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (2)

Identification of dual‐rate sampled errors‐in‐variables systems with time delays ⋮ Extended accuracy analysis of a covariance matching approach for identifying errors-in-variables systems

Cites Work

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• Extending the Frisch scheme for errors-in-variables identification to correlated output noise
• Transfer function estimation from noisy input and output data
• A bias correction method for identification of linear dynamic errors-in-variables models
• Errors-in-variables methods in system identification

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