On the accuracy in errors-in-variables identification compared to prediction-error identification

Automatica

Volumn 47, Issue 12, 2011, Pages 2704-2712

  Hjalmarsson, Hkan ^a   Mrtensson, Jonas ^a   Rojas, Cristian R ^a   Söderström, Torsten ^b  

^a ROYAL INSTITUTE OF TECHNOLOGY   (Sweden)

^b UPPSALA UNIVERSITY   (Sweden)

Author keywords

Accuracy of identification; Asymptotic variance expressions; Error in variables identification; System identification

Indexed keywords

ASYMPTOTIC COVARIANCE MATRIX; ASYMPTOTIC VARIANCE; ASYMPTOTICALLY EFFICIENT; ERRORS IN VARIABLES; ESTIMATION PROBLEM; EXPLICIT EXPRESSIONS; GAUSSIAN SIGNALS; GEOMETRIC REPRESENTATION; GRAMIANS; INPUT NOISE; MEASUREMENT NOISE; NOISE SPECTRA; NOISE VARIANCE; PARAMETER ESTIMATE; SYSTEM DYNAMICS; UNDERLYING SYSTEMS;

ASYMPTOTIC ANALYSIS; COVARIANCE MATRIX; ERRORS; ESTIMATION; IDENTIFICATION (CONTROL SYSTEMS); PARAMETER ESTIMATION; SPURIOUS SIGNAL NOISE;

FISHER INFORMATION MATRIX;

EID: 81155139625     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.automatica.2011.09.002     Document Type: Article

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