Accuracy analysis of a covariance matching approach for identifying errors-in-variables systems

DOI10.1016/j.automatica.2010.10.046zbMath1207.93111OpenAlexW1991639985MaRDI QIDQ627070

Torsten Söderström, Magnus Mossberg

Publication date: 21 February 2011

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2010.10.046

zbMATH Keywords

system identificationlinear systemscovariance matrixerrors-in-variables modelscovariance functions

Mathematics Subject Classification ID

System identification (93B30) Linear systems in control theory (93C05) Asymptotic stability in control theory (93D20) Identification in stochastic control theory (93E12)

Related Items (6)

Errors-in-variables identification using maximum likelihood estimation in the frequency domain ⋮ A confirmatory factor analysis approach for addressing the errors-in-variables problem with colored output noise ⋮ A generalized instrumental variable estimation method for errors-in-variables identification problems ⋮ 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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