Parameter consistency and quadratically constrained errors-in-variables least-squares identification

DOI10.1080/00207170903470666zbMath1209.93165OpenAlexW2073869876MaRDI QIDQ3577888

Tobin H. Van Pelt, Dennis S. Bernstein, Harish J. Palanthandalam-Madapusi

Publication date: 26 July 2010

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

Full work available at URL: https://doi.org/10.1080/00207170903470666

zbMATH Keywords

consistencyleast-squares identificationunbiasednesserrors-in-variables identificationKoopmans-Levin methodtime-series model identification

Mathematics Subject Classification ID

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

Related Items (6)

Recursive identification for dynamic linear systems from noisy input-output measurements ⋮ Robust and nonlinear control literature survey (No. 18) ⋮ Novel parameter estimation of autoregressive signals in the presence of noise ⋮ Bias and covariance of the least squares estimate in a structured errors-in-variables problem ⋮ Matrix pencils and existence conditions for quadratic programming with a sign-indefinite quadratic equality constraint ⋮ Indefinite abstract splines with a quadratic constraint

Cites Work

• Unnamed Item
• On homogeneous least-squares problems and the inconsistency introduced by mis-constraining
• Comparison of some instrumental variable methods - consistency and accuracy aspects
• Identification of stochastic linear systems in presence of input noise
• \(L_ 2\)-overbiased, \(L_ 2\)-underbiased and \(L_ 2\)-unbiased estimation of transfer functions
• Perspectives on errors-in-variables estimation for dynamic systems
• Consistency of the structured total least squares estimator in a multivariate errors-in-variables model
• Identifiability of errors in variables dynamic systems
• Accuracy analysis of bias-eliminating least squares estimates for errors-in-variables systems
• An improved bias-compensation approach for errors-in-variables model identification
• Recursive identification for multivariate errors-in-variables systems
• Identification of linear systems with input and output noise: the Koopmans-Levin method
• Unbiased parameter estimation of linear systems in the presence of input and output noise
• A modified orthogonal forward regression least-squares algorithm for system modelling from noisy regressors
• Bias correction in least-squares identification
• Unbiased parameter estimation by means of autocorrelation functions
• On-line modified least-squares parameter estimation of linear discrete dynamic systems
• 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
• Least-squares identification of a class of multivariable systems with correlated disturbances
• Misfit versus latency

This page was built for publication: Parameter consistency and quadratically constrained errors-in-variables least-squares identification