2009, English, Article, Journal or magazine article edition: Unifying some higher-order statistic-based methods for errors-in-variables model identification Thil, Stephane; Zheng, Wei Xing; Gilson, Marion; ...

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Physical Description
  • journal article
  • 6 pages
Published
  • U.K., Pergamon, 2009
Language
  • English

Edition details

Title
  • Unifying some higher-order statistic-based methods for errors-in-variables model identification
Author
  • Thil, Stephane
  • Zheng, Wei Xing
  • Gilson, Marion
  • Garnier, Hugues
Published
  • U.K., Pergamon, 2009
Physical Description
  • journal article
  • 6 pages
Subjects
Summary
  • In this paper, the problem of identifying linear discrete-time systems from noisy input and output data is addressed. Several existing methods based on higher-order statistics are presented. It is shown that they stem from the same set of equations and can thus be united from the viewpoint of extended instrumental variable methods. A numerical example is presented which confirms the theoretical results. Some possible extensions of the methods are then given.
Language
  • English
Related Resource
  • Automatica--00051098-- Vol. 45 Issue. 8 No. pp: 1937-1942
Identifier
  • oai:nuws:uws_9710
  • session: UWS_valet-20101217-215144.valet

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