From time series to linear system-part I. Finite dimensional linear time invariant systems
Automatica (Journal of IFAC)
Algorithms for global total least squares modelling of finite multivariable time series
Automatica (Journal of IFAC)
Matrix computations (3rd ed.)
Linear system identification, structured total least squares and the Riemannian SVD
Proceedings of the second international workshop on Recent advances in total least squares techniques and errors-in-variables modeling
Total least squares for affinely structured matrices and the noisyrealization problem
IEEE Transactions on Signal Processing
Overview of total least-squares methods
Signal Processing
Journal of Global Optimization
Structured least squares problems and robust estimators
IEEE Transactions on Signal Processing
Technical Communique: Linear dynamic filtering with noisy input and output
Automatica (Journal of IFAC)
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In this paper we present a framework that combines some ideas of the behavioral modeling approach and the prediction error modeling approach. It is shown that the proposed model selection procedure can be rephrased as an optimization problem that only depends on the model parameters. Experiments illustrate the potential of the so-called misfit versus latency framework.