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- W2563119093 abstract "Two new classes of parametric, frequency domain approaches are proposed for estimation of the parameters of scalar, linear errors-in-variables models, i.e., linear systems where measurements of both input and output of the system are noise contaminated. One of the proposed classes of approaches consists of linear estimators where using the integrated polyspectrum of the input and the integrated cross-polyspectrum, respectively, of the input-output, the system transfer function is first estimated at a number of frequencies exceeding one-half the number of unknown parameters. The estimated transfer function is then used to estimate the unknown parameters using an overdetermined linear system of equations. In the second class of approaches, quadratic transfer function matching criteria are optimized using the results of the linear estimators as initial guesses. The proposed parameter estimators are shown to be consistent in Gaussian measurement noise when trispectral approaches are used. >" @default.
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- W2563119093 date "2002-12-17" @default.
- W2563119093 modified "2023-09-27" @default.
- W2563119093 title "Stochastic system identification with noisy input-output measurements using polyspectra" @default.
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- W2563119093 doi "https://doi.org/10.1109/cdc.1994.411367" @default.
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