On the uniqueness of prediction error models for systems with noisy input-output data
Automatica (Journal of IFAC)
Identification of 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
Perspectives on errors-in-variables estimation for dynamic systems
Signal Processing
Paper: Identification of scalar errors-in-variables models with dynamics
Automatica (Journal of IFAC)
Strongly consistent coefficient estimate for errors-in-variables models
Automatica (Journal of IFAC)
New Method of Order Estimation for ARMA/ARMAX Processes
SIAM Journal on Control and Optimization
Recursive identification of errors-in-variables Wiener systems
Automatica (Journal of IFAC)
Hi-index | 22.15 |
The recursive algorithm is given for estimating matrix coefficients of the multivariate errors-in-variables (EIV) systems. It is shown that under mild conditions the estimate given by the algorithm converges to a limit belonging to the solution set of the Yule-Walker equation satisfied by the true coefficients of the system. The sufficient conditions guaranteeing the uniqueness of the solution to the Yule-Walker equation are given. In this case the estimate provided by the recursive algorithm is strongly consistent.