Survey paper: Errors-in-variables methods in system identification

Authors:
Torsten Söderström
Affiliations:
Department of Information Technology, Division of Systems and Control, Uppsala University, Uppsala, Sweden
Venue:
Automatica (Journal of IFAC)
Year:
2007

Citing 29
Cited 24

From time series to linear system-part I. Finite dimensional linear time invariant systems

Automatica (Journal of IFAC)
System identification: theory for the user

System identification: theory for the user
On the uniqueness of prediction error models for systems with noisy input-output data

Automatica (Journal of IFAC)
Dynamic errors-in-variables systems with three variables

Automatica (Journal of IFAC)
The Frisch scheme in dynamic system identification

Automatica (Journal of IFAC) - Identification and system parameter estimation
Certain models from uncertain data: the algebraic case

Systems & Control Letters
Optimal estimation theory for dynamic systems with set membership uncertainty: an overview

Automatica (Journal of IFAC)
Identification of linear relations from noisy data: geometrical aspects

Systems & Control Letters
Identification of the maximal number of linear relations from noisy data

Systems & Control Letters
Identification of dynamic errors-in-variables models

Automatica (Journal of IFAC)
Frequency-domain system identification using non-parametric noise models estimated from a small number of data sets

Automatica (Journal of IFAC)
System Identification by Dynamic Factor Models

SIAM Journal on Control and Optimization
Introduction to total least squares techniques and errors-in-variables modeling

Proceedings of the second international workshop on Recent advances in total least squares techniques and errors-in-variables modeling
Subspace algorithms for the identification of multivarible dynamic errors-in-variables models

Automatica (Journal of IFAC)
A Structure Theory for Linear Dynamic Errors-in-Variables Models

SIAM Journal on Control and Optimization
The Cramér-Rao lower bound for noisy input-output systems

Signal Processing
Discrete-Time Stochastic Systems: Estimation and Control

Discrete-Time Stochastic Systems: Estimation and Control
Perspectives on errors-in-variables estimation for dynamic systems

Signal Processing
Brief paper: Maximum likelihood identification of noisy input-output models

Automatica (Journal of IFAC)
Brief paper: Frequency domain maximum likelihood estimation of linear dynamic errors-in-variables models

Automatica (Journal of IFAC)
An improved bias-compensation approach for errors-in-variables model identification

Automatica (Journal of IFAC)
Comments on “On a least-squares-based algorithm foridentification of stochastic linear systems”

IEEE Transactions on Signal Processing
Combined instrumental variable and subspace fitting approach toparameter estimation of noisy input-output systems

IEEE Transactions on Signal Processing
Invariants and canonical forms for systems structural and parametric identification

Automatica (Journal of IFAC)
Paper: Identification of scalar errors-in-variables models with dynamics

Automatica (Journal of IFAC)
Papers: Identification of stochastic linear systems in presence of input noise

Automatica (Journal of IFAC)
Brief On the relation between a bias-eliminated least-squares (BELS) and an IV estimator in closed-loop identification

Automatica (Journal of IFAC)
Brief Optimal errors-in-variables filtering

Automatica (Journal of IFAC)
Brief Identification of dynamic errors-in-variables models: Approaches based on two-dimensional ARMA modeling of the data

Automatica (Journal of IFAC)

Identifiability of errors in variables dynamic systems

Automatica (Journal of IFAC)
Third-order cumulants based methods for continuous-time errors-in-variables model identification

Automatica (Journal of IFAC)
Survey paper: Structured low-rank approximation and its applications

Automatica (Journal of IFAC)
Brief paper: Relations between Bias-Eliminating Least Squares, the Frisch scheme and Extended Compensated Least Squares methods for identifying errors-in-variables systems

Automatica (Journal of IFAC)
Estimating parameters of dynamic errors-in-variables systems with polynomial nonlinearities

WAV'09 Proceedings of the 3rd WSEAS international symposium on Wavelets theory and applications in applied mathematics, signal processing & modern science
Brief paper: Unifying some higher-order statistic-based methods for errors-in-variables model identification

Automatica (Journal of IFAC)
A covariance matching approach for identifying errors-in-variables systems

Automatica (Journal of IFAC)
Identifying dynamic systems with polynomial nonlinearities in the errors-in-variables context

WSEAS TRANSACTIONS on SYSTEMS
Identification of neurofuzzy models using GTLS parameter estimation

IEEE Transactions on Systems, Man, and Cybernetics, Part B: Cybernetics
Brief paper: An errors-in-variables method for non-stationary data with application to mineral exploration

Automatica (Journal of IFAC)
Continuous-time errors-in-variables system identification through covariance matching without input signal modeling

ACC'09 Proceedings of the 2009 conference on American Control Conference
Brief paper: Accuracy analysis of time domain maximum likelihood method and sample maximum likelihood method for errors-in-variables and output error identification

Automatica (Journal of IFAC)
Accuracy analysis of a covariance matching approach for identifying errors-in-variables systems

Automatica (Journal of IFAC)
Δ-Entropy: Definition, properties and applications in system identification with quantized data

Information Sciences: an International Journal
Brief paper: On the identifiability of errors-in-variables models with white measurement errors

Automatica (Journal of IFAC)
A generalized instrumental variable estimation method for errors-in-variables identification problems

Automatica (Journal of IFAC)
Brief paper: On the accuracy in errors-in-variables identification compared to prediction-error identification

Automatica (Journal of IFAC)
Brief paper: Accuracy of linear multiple-input multiple-output (MIMO) models obtained by maximum likelihood estimation

Automatica (Journal of IFAC)
Technical communique: Can errors-in-variables systems be identified from closed-loop experiments?

Automatica (Journal of IFAC)
Comparing some classes of bias-compensating least squares methods

Automatica (Journal of IFAC)
Identification of errors-in-variables systems with nonlinear output observations

Automatica (Journal of IFAC)
Recursive identification of errors-in-variables Wiener systems

Automatica (Journal of IFAC)
Blind system identification using precise and quantized observations

Automatica (Journal of IFAC)
Review: Recent progress on variable projection methods for structured low-rank approximation

Signal Processing

Quantified Score

Hi-index	22.18

Visualization

Abstract

The paper gives a survey of errors-in-variables methods in system identification. Background and motivation are given, and examples illustrate why the identification problem can be difficult. Under general weak assumptions, the systems are not identifiable, but can be parameterized using one degree-of-freedom. Examples where identifiability is achieved under additional assumptions are also provided. A number of approaches for parameter estimation of errors-in-variables models are presented. The underlying assumptions and principles for each approach are highlighted.