Extended accuracy analysis of a covariance matching approach for identifying errors-in-variables systems

DOI10.1016/j.automatica.2014.08.020zbMath1301.93166OpenAlexW4235568623MaRDI QIDQ472586

Torsten Söderström, David Kreiberg, Magnus Mossberg

Publication date: 19 November 2014

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2014.08.020

zbMATH Keywords

system identificationlinear systemscovariance matrixerrors-in-variables modelscovariance functions

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

Related Items (5)

Identification of dual‐rate sampled errors‐in‐variables systems with time delays ⋮ A confirmatory factor analysis approach for addressing the errors-in-variables problem with colored output noise ⋮ Identification of EIV models by compensated PEM ⋮ Errors-in-variables system identification using structural equation modeling ⋮ Identification of EIV models with coloured input–output noise: combining PEM and covariance matching method

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• Approximative weighting for a covariance-matching approach for identifying errors-in-variables systems
• Latent Variable Models and Factor Analysis
• Covariance Matching for Continuous-Time Errors-in-Variables Problems
• A general method for analysis of covariance structures
• Errors-in-variables methods in system identification

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