Errors-in-variables identification through covariance matching: Analysis of a colored measurement noise case

Proceedings of the American Control Conference

Volumn , Issue , 2008, Pages 1310-1315

  Mossberg, Magnus ^a  

^a KARLSTAD UNIVERSITY   (Sweden)

Author keywords

[No Author keywords available]

Indexed keywords

ACOUSTIC NOISE; ERROR ANALYSIS; ERRORS; ESTIMATION; IDENTIFICATION (CONTROL SYSTEMS); MEASUREMENT ERRORS; PARAMETER ESTIMATION; SPURIOUS SIGNAL NOISE;

COVARIANCE MATCHING; CROSS-COVARIANCE; CROSS-COVARIANCE FUNCTIONS; ERRORS-IN-VARIABLES; MEASUREMENT NOISES; PARAMETERIZED; STEP-BY-STEP; SYSTEM PARAMETERS; UNKNOWN PARAMETERS;

COVARIANCE MATRIX;

EID: 52449110816     PISSN: 07431619     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ACC.2008.4586674     Document Type: Conference Paper

References (6)

1. B. D. O. Anderson and M. Deistler, "Identification of dynamic errorsin-variables models," Journal of Time Series Analysis, vol. 5, pp. 1-13, 1984.
2. V. Solo, "Identifiability of time series models with errors in variables," Journal of Applied Probability, vol. 23A, pp. 63-71, 1986.
3. R. Guidorzi, R. Diversi, and U. Soverini, "Optimal errors-in-variables filtering," Automatica, vol. 39, pp. 281-289, 2003.
4. T. Söderström, "Errors-in-variables methods in system identification," Automatica, vol. 43, pp. 939-958, 2007.
5. M. Mossberg, "Analysis of a covariance matching method for discretetime errors-in-variables identification," in Proc. 14th IEEE Statistical Signal Processing Workshop, Madison, WI, August 26-29 2007, pp. 759-763.
6. T. Söderström, Discrete-Time Stochastic Systems, 2nd ed. London, U.K.: Springer-Verlag, 2002.