Identification of EIV models with coloured input–output noise: combining PEM and covariance matching method

DOI10.1080/00207721.2018.1479001zbMath1482.93657OpenAlexW2806692441MaRDI QIDQ5027569

Masoud Moravej Khorasani, Mohammad Haeri

Publication date: 4 February 2022

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

Full work available at URL: https://doi.org/10.1080/00207721.2018.1479001

zbMATH Keywords

system identificationparameter estimationerrors-in-variables modelsPEMcovariance matching method

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Errors-in-variables system identification using structural equation modeling
• Extended accuracy analysis of a covariance matching approach for identifying errors-in-variables systems
• Accuracy analysis of a covariance matching approach for identifying errors-in-variables systems
• On covariance function tests used in system identification
• Unifying some higher-order statistic-based methods for errors-in-variables model identification
• Identification of stochastic linear systems in presence of input noise
• Identification of nonlinear errors-in-variables models.
• Perspectives on errors-in-variables estimation for dynamic systems
• Accuracy analysis of bias-eliminating least squares estimates for errors-in-variables systems
• Recursive identification of errors-in-variables Wiener systems
• Recursive identification for multivariate errors-in-variables systems
• Spectral Analysis of Signals: The Missing Data Case
• Extending the Frisch scheme for errors-in-variables identification to correlated output noise
• A bias correction method for identification of linear dynamic errors-in-variables models
• Covariance Matching for Continuous-Time Errors-in-Variables Problems
• Errors-in-variables methods in system identification

This page was built for publication: Identification of EIV models with coloured input–output noise: combining PEM and covariance matching method