Consistency of system identification by global total least squares
نویسندگان
چکیده
منابع مشابه
GLOBAL TOTAL LEAST SQUARES Global Total Least Squares
A method for the construction of open approximate models from vector time series Preface PhD research is a largely open proces in which a stimulating environment plays a crucial role. I am indebted to several people and institutions that shaped such an environment for me during the years since April 1990. First and for all, I would like to thank my supervisor, Christiaan Heij. He set me on the ...
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Global total least squares (GTLS) is a method for the identi cation of linear systems where no distinction between input and output variables is required. This method has been developed within the deterministic behavioural approach to systems. In this paper we analyse statistical properties of this method when the observations are generated by a multivariable stationary stochastic process. In p...
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ژورنال
عنوان ژورنال: Automatica
سال: 1999
ISSN: 0005-1098
DOI: 10.1016/s0005-1098(99)00006-0