Least-squares parameter estimation of linear systems with noisy input–output data

DOI10.1080/00207720600681146zbMath1102.93042OpenAlexW2043469386MaRDI QIDQ5484608

Wei Xing Zheng

Publication date: 21 August 2006

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

Full work available at URL: https://doi.org/10.1080/00207720600681146

zbMATH Keywords

linear systemsleast-squares methodparameter estimationcomputational efficiency

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

Related Items (4)

An iterative Kalman smoother/least-squares algorithm for the identification of delta-ARX models ⋮ A new PI optimal linear quadratic state-estimate tracker for continuous-time non-square non-minimum phase systems ⋮ Novel observer/controller identification method-based minimal realisations in block observable/controllable canonical forms and compensation improvement ⋮ Robust control oriented identification of errors-in-variables models based on normalised coprime factors

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• IDENTIFIABILITY IN DYNAMIC ERRORS-IN-VARIABLES MODELS
• Transfer function estimation from noisy input and output data
• Polynomial Regression With Errors in the Variables
• Parameter estimation of stochastic linear systems with noisy input

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