Efficient Estimation of Errors-in-Variables Models
نویسندگان
چکیده
The paper addresses the discrete-time linear process identification problem assuming noisy input and output records available for the parameter estimation. The efficient algorithms are derived for the simultaneous estimation of the process and noise parameters. Implementation techniques based on matrix and polynomial decompositions are given in details resulting in estimation algorithms with reduced computation demand. The presented algorithms deliver the parameter estimation in an iterative way as a result of a generalized eigenvalue-eigenvector or a generalized singular value decomposition.
منابع مشابه
ارزیابی روش‌های مختلف مدل‌سازی روابط مؤلفه‌های باران‌نگار و آب‌نگار واحد
An extensive data collection on precipitation and runoff is required for development and implementation of soil and water projects. The unit hydrograph (UH) is an appropriate base for deriving flood hydrographs and therefore provides comprehensive information for planners and managers. However, UH derivation is not easy job for whole watersheds. The development of UH by using easily accessible ...
متن کاملEfficient estimation with missing data in multilevel models
This paper proposes a procedure for producing consistent and asymptotically efficient moment-based estimators for a multilevel model with randomly missing explanatory or response variables. The procedure is essentially an extension of existing procedures based upon multiple imputation but is computationally efficient and avoids the need to generate multiple data sets to which multilevel models ...
متن کاملبهکارگیری متغیرهای پنهان در مدل رگرسیون لجستیک برای حذف اثر هم‌خطی چندگانه در تحلیل برخی عوامل مرتبط با سرطان پستان
Background and Objectives: Logistic regression is one of the most widely used generalized linear models for analysis of the relationships between one or more explanatory variables and a categorical response. Strong correlations among explanatory variables (multicollinearity) reduce the efficiency of model to a considerable degree. In this study we used latent variables to reduce the effects of ...
متن کاملکارایی روش های مختلف آنالیز آماری در تخمین مؤلفه های آب نمود واحد مصنوعی آبخیزهای شمال کشور
The present research aimed to compare different methods of statistical analysis and to select the best method for achievement to the model among components of synthetic unit hydrograph by using of the physical characteristics of catchments, in northern catchments of Iran, with the area of 177000 km2 in Giulan, Mazandaran and Golestan Provinces. For execution of the research, 9 physical charac...
متن کاملSolar Radiation Estimation from Rainfall and Temperature Data in Arid and Semi-arid Climates of Iran
Precipitation and air temperature data, only, are often recorded at meteorological stations, with radiation beingmeasured at very few weather stations, especially in developing countries. Therefore there arises a need for suitablemodels to estimate solar radiation for a completion of data sets. This paper is about an evaluation of eight models foran estimation of daily solar radiation (Q) from ...
متن کامل