Covariance Matching for Continuous-Time Errors-in-Variables Problems
作者： Magnus Mossberg , Torsten Soderstrom
关键词:
摘要: A covariance matching approach for continuous-time errors-in-variables problems is considered. The noise-free input signal not explicitly modeled and only assumed to be a stationary process. It described how three different systems of equations in the model parameters are obtained estimated based on these equations. illustrated by some numerical studies.
sci-hub.se 参考文章(15)
C. Radhakrishna Rao, Information and the Accuracy Attainable in the Estimation of Statistical Parameters Bull Calcutta. Math. Soc.. ,vol. 37, pp. 235- 247 ,(1992) , 10.1007/978-1-4612-0919-5_16
Karl Johan Åström, Introduction to stochastic control theory ,(1970)
I. Markovsky, J.C. Willems, B. De Moor, Continuous-time errors-in-variables filtering conference on decision and control. ,vol. 3, pp. 2576- 2581 ,(2002) , 10.1109/CDC.2002.1184226
Torsten Söderström, ON COMPUTING THE CRAMER-RAO BOUND AND COVARIANCE MATRICES FOR PEM ESTIMATES IN LINEAR STATE SPACE MODELS IFAC Proceedings Volumes. ,vol. 39, pp. 600- 605 ,(2006) , 10.3182/20060329-3-AU-2901.00092
R. Pintelon, J. Schoukens, Brief paper: Frequency domain maximum likelihood estimation of linear dynamic errors-in-variables models Automatica. ,vol. 43, pp. 621- 630 ,(2007) , 10.1016/J.AUTOMATICA.2006.10.004
Torsten Söderström, Erik Larsson, Kaushik Mahata, Magnus Mossberg, Using continuous-time modeling for errors-in-variables identification IFAC Proceedings Volumes. ,vol. 39, pp. 428- 433 ,(2006) , 10.3182/20060329-3-AU-2901.00064
Torsten Söderström, Magnus Mossberg, Mei Hong, A covariance matching approach for identifying errors-in-variables systems Automatica. ,vol. 45, pp. 2018- 2031 ,(2009) , 10.1016/J.AUTOMATICA.2009.05.010
Stéphane Thil, Hugues Garnier, Marion Gilson, Third-order cumulants based methods for continuous-time errors-in-variables model identification Automatica. ,vol. 44, pp. 647- 658 ,(2008) , 10.1016/J.AUTOMATICA.2007.07.010
Kaushik Mahata, Hugues Garnier, Identification of continuous-time errors-in-variables models Automatica. ,vol. 42, pp. 1477- 1490 ,(2006) , 10.1016/J.AUTOMATICA.2006.04.012
Gene Golub, Victor Pereyra, Separable nonlinear least squares: the variable projection method and its applications Inverse Problems. ,vol. 19, ,(2003) , 10.1088/0266-5611/19/2/201