A generalised instrumental variable estimator for multivariable errors-in-variables identification problems

DOI10.1080/00207179.2011.647086zbMath1282.93248OpenAlexW2045911912MaRDI QIDQ5745576

Torsten Söderström

Publication date: 30 January 2014

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207179.2011.647086

zbMATH Keywords

system identificationlinear systemscovariance matrixerrors-in-variables modelscovariance functions

Mathematics Subject Classification ID

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

Related Items (7)

Set-membership errors-in-variables identification of MIMO linear systems ⋮ Recursive parameter estimation algorithm for multivariate output-error systems ⋮ Identification of multivariable dynamic errors-in-variables system with arbitrary inputs ⋮ The Frisch scheme in multivariable errors-in-variables identification ⋮ Identification of errors in variables linear state space models using iterative principal component analysis ⋮ Identification of EIV models by compensated PEM ⋮ A unified framework for EIV identification methods when the measurement noises are mutually correlated

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