Convergence properties of bias-eliminating algorithms for errors-in-variables identification
From MaRDI portal
Publication:5704786
DOI10.1002/acs.879zbMath1090.93049OpenAlexW2054756361MaRDI QIDQ5704786
Mei Hong, Torsten Söderström, Wei Xing Zheng
Publication date: 15 November 2005
Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/acs.879
System identification (93B30) Least squares and related methods for stochastic control systems (93E24) Control/observation systems in abstract spaces (93C25)
Related Items (12)
Frequency domain maximum likelihood estimation of linear dynamic errors-in-variables models ⋮ Identification of errors-in-variables systems with general nonlinear output observations and with ARMA observation noises ⋮ Identification of errors-in-variables systems with ARMA observation noises ⋮ Algorithms for recursive/semi-recursive bias-compensating least squares system identification within the errors-in-variables framework ⋮ Identification of continuous-time errors-in-variables models ⋮ Accuracy analysis of bias-eliminating least squares estimates for errors-in-variables systems ⋮ Bias compensation‐based parameter estimation for output error moving average systems ⋮ Errors-in-variables methods in system identification ⋮ Bias-compensation-based least-squares estimation with a forgetting factor for output error models with white noise ⋮ Frequency domain identification of FIR models in the presence of additive input-output noise ⋮ A unified framework for EIV identification methods when the measurement noises are mutually correlated ⋮ Bias-eliminating least-squares identification of errors-in-variables models with mutually correlated noises
Cites Work
This page was built for publication: Convergence properties of bias-eliminating algorithms for errors-in-variables identification
