Variance analysis of linear SIMO models with spatially correlated noise

DOI10.1016/j.automatica.2016.11.017zbMath1355.93191arXiv1501.03077OpenAlexW1546473381MaRDI QIDQ510089

Håkan Hjalmarsson, Niklas Everitt, Giulio Bottegal, Cristian R. Rojas

Publication date: 16 February 2017

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.03077

zbMATH Keywords

system identificationasymptotic varianceleast-squareslinear SIMO models

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

Related Items (1)

An empirical Bayes approach to identification of modules in dynamic networks

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