Parameter estimation of stochastic linear systems with noisy input

DOI10.1080/00207720410001691109zbMath1079.93039OpenAlexW2089053956MaRDI QIDQ4652157

Wei Xing Zheng

Publication date: 24 February 2005

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207720410001691109

zbMATH Keywords

parameter estimationstochastic linear systemsnoisy inputbias-eliminated least squares (BELS) method

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

Related Items (5)

Bias compensation methods for stochastic systems with colored noise ⋮ On unified concepts of detectability and observability for continuous-time stochastic systems ⋮ Auxiliary model method for transfer function estimation from noisy input and output data ⋮ Least-squares parameter estimation of linear systems with noisy input–output data ⋮ Robust control oriented identification of errors-in-variables models based on normalised coprime factors

Cites Work

• Linear dynamic errors-in-variables models. Some structure theory
• Identification of stochastic linear systems in presence of input noise
• Estimation in a semiparametric partially linear errors-in-variables model
• Identification of linear systems with input and output noise: the Koopmans-Levin method
• IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS
• Transfer function estimation from noisy input and output data
• Polynomial Regression With Errors in the Variables

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