Covariance Matching for Continuous-Time Errors-in-Variables Problems

DOI10.1109/TAC.2011.2125090zbMath1368.93690OpenAlexW2172149450MaRDI QIDQ5347761

Torsten Söderström, Magnus Mossberg

Publication date: 25 August 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2011.2125090

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)

Related Items (3)

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