Algorithms for recursive/semi-recursive bias-compensating least squares system identification within the errors-in-variables framework

DOI10.1080/00207179.2012.696145zbMath1253.93134OpenAlexW2027437883MaRDI QIDQ4897730

Jens G. Linden, Tomasz Larkowski, K. J. Burnham

Publication date: 27 December 2012

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

Full work available at URL: https://doi.org/10.1080/00207179.2012.696145

zbMATH Keywords

system identificationleast squareserrors-in-variablesFrisch schemerecursive estimationbias compensationbias eliminating least squares

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

Related Items

Identification of errors in variables linear state space models using iterative principal component analysis ⋮ Identification of EIV models by compensated PEM

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