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System identification from noisy measurements by using instrumental variables and subspace fitting
Uppsala University.
Uppsala University.
1996 (English)In: CIRCUITS SYSTEMS AND SIGNAL PROCESSING, ISSN 0278-081X, Vol. 15, no 2, 275-290 p.Article in journal (Other scientific) Published
Abstract [en]

This paper considers the estimation of the parameters of a linear discrete-time system from noise-perturbed input and output measurements. The conditions imposed on the system are fairly general. In particular, the input and output noises are allowed to b

Place, publisher, year, edition, pages
BIRKHAUSER BOSTON INC , 1996. Vol. 15, no 2, 275-290 p.
Keyword [en]
OF-ARRIVAL ESTIMATION; MAXIMUM-LIKELIHOOD
Identifiers
URN: urn:nbn:se:uu:diva-27252OAI: oai:DiVA.org:uu-27252DiVA: diva2:55146
Note
Addresses: Cedervall M, UPPSALA UNIV, SYST & CONTROL GRP, POB 27, S-75103 UPPSALA, SWEDEN.Available from: 2008-10-17 Created: 2008-10-17 Last updated: 2011-01-15

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