On instrumental variable and total least squares approaches for identification of noisy systems

DOI10.1080/00207170110112278zbMath1059.93136OpenAlexW2056600683MaRDI QIDQ3151638

Kaushik Mahata, Torsten Söderström

Publication date: 16 October 2002

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207170110112278

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

Related Items (4)

Algorithms for recursive/semi-recursive bias-compensating least squares system identification within the errors-in-variables framework ⋮ Identification of continuous-time errors-in-variables models ⋮ An improved bias-compensation approach for errors-in-variables model identification ⋮ Рекуррентная параметрическая идентификация многомерных линейных динамических систем с автокоррелированными помехами во входных и выходных сигналах

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Recursive estimation and time-series analysis. An introduction
• Identification of stochastic linear systems in presence of input noise
• On SVD-based and TLS-based high-order Yule-Walker methods of frequency estimation
• System identification from noisy measurements by using instrumental variables and subspace fitting

This page was built for publication: On instrumental variable and total least squares approaches for identification of noisy systems