In this paper a system identification method is described for the case of measurement errors on inputs and outputs. The method gives consistent estimates of the parameters and in case of normal measurement errors maximum likelihood estimates are obtained. More specific statistical properties of the estimators are also provided. Furthermore, the sensitivity of the results with to the assumptions is studied. Keywords: System identification, consistent estimates, maximum likelihood estimates, measurement errors on inputs and outputs, asymptotic statistical properties, sensitivity of estimates
The paper contains a discussion about what results about the quality of an estimated model can be ac...
The paper contains a discussion about what results about the quality of an estimated model can be ac...
Identification of dynamic errors-in-variables systems, where both inputs and outputs are affected by...
In this paper a system identification method is described for the case of measurement errors on inpu...
In this paper a system identification method is described for the case of measurement errors on inpu...
In this paper the problem of parameter estimation of an input-output system is discussed. It is assu...
We study the problem of system identification for the errors-in-variables (EIV) model, based on nois...
This paper addresses the problem of parameter estimation of noisy input-output models, where the mea...
This contribution describes a common family of estimation methods for system identification, viz, pr...
This contribution describes a common family of estimation methods for system identification, viz, pr...
Estimation errors introduced in the identification of nonlinear systems are analysed. The influence ...
Abstract: In this paper the problem of parameter estimation of an input – output system is discussed...
In this paper an algorithm is given to compute least squares estimates for the parameters of a dynam...
Abstract- This paper describes problems of measuring the noise figure when the noise figures are low...
When the sensors readings are perturbed by an unknown stochastic time jitter, classical system ident...
The paper contains a discussion about what results about the quality of an estimated model can be ac...
The paper contains a discussion about what results about the quality of an estimated model can be ac...
Identification of dynamic errors-in-variables systems, where both inputs and outputs are affected by...
In this paper a system identification method is described for the case of measurement errors on inpu...
In this paper a system identification method is described for the case of measurement errors on inpu...
In this paper the problem of parameter estimation of an input-output system is discussed. It is assu...
We study the problem of system identification for the errors-in-variables (EIV) model, based on nois...
This paper addresses the problem of parameter estimation of noisy input-output models, where the mea...
This contribution describes a common family of estimation methods for system identification, viz, pr...
This contribution describes a common family of estimation methods for system identification, viz, pr...
Estimation errors introduced in the identification of nonlinear systems are analysed. The influence ...
Abstract: In this paper the problem of parameter estimation of an input – output system is discussed...
In this paper an algorithm is given to compute least squares estimates for the parameters of a dynam...
Abstract- This paper describes problems of measuring the noise figure when the noise figures are low...
When the sensors readings are perturbed by an unknown stochastic time jitter, classical system ident...
The paper contains a discussion about what results about the quality of an estimated model can be ac...
The paper contains a discussion about what results about the quality of an estimated model can be ac...
Identification of dynamic errors-in-variables systems, where both inputs and outputs are affected by...