Survey paper: Errors-in-variables methods in system identification
Automatica (Journal of IFAC)
Brief paper: Recursive identification for multivariate errors-in-variables systems
Automatica (Journal of IFAC)
Estimation in a linear multivariate measurement error model with a change point in the data
Computational Statistics & Data Analysis
Identifiability of errors in variables dynamic systems
Automatica (Journal of IFAC)
Automatica (Journal of IFAC)
Brief paper: On the identifiability of errors-in-variables models with white measurement errors
Automatica (Journal of IFAC)
Brief Identification of static errors-in-variables models: the rank reducibility problem
Automatica (Journal of IFAC)
Strongly consistent coefficient estimate for errors-in-variables models
Automatica (Journal of IFAC)
Hi-index | 22.16 |
The paper considers the task of identifying a causal linear dynamic system excited by stationary Gaussian zero mean noise of unknown spectrum, and given measurements of the system input and output contaminated by independent additive stationary noise signals of unknown spectra. While the solution is normally not unique, finite-dimensional parameterizations of the solution set are given (in some cases involving just one parameter), even though the various spectra may not be rational.