Perspectives on errors-in-variables estimation for dynamic systems
Signal Processing
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)
Brief paper: On the identifiability of errors-in-variables models with white measurement errors
Automatica (Journal of IFAC)
Strongly consistent coefficient estimate for errors-in-variables models
Automatica (Journal of IFAC)
| Hi-index | 0.01 |
We deal with problems connected with the identification of linear dynamic systems in situations when inputs and outputs may be contaminated by noise. The case of uncorrelated noise components and the bounded noise case is considered. If also the inputs may be contaminated by noise, a number of additional complications in identification arise, in particular the underlying system is not uniquely determined from the population second moments of the observations. A description of classes of observationally equivalent systems is given, continuity properties of mappings relating classes of observationally equivalent systems to the spectral densities of the observations are derived and the classes of spectral densities corresponding to a given maximum number of outputs are studied.