Recursive scheme for ARMA coefficient and order estimation with noisy input–output data

H. -Z. Tan; T. W. S. Chow

doi:10.1049/ip-vis:19990237

Recursive scheme for ARMA coefficient and order estimation with noisy input–output data

IEE Proceedings - Vision Image and Signal Processing ◽

10.1049/ip-vis:19990237 ◽

1999 ◽

Vol 146 (2) ◽

pp. 65 ◽

Cited By ~ 4

Author(s):

H. -Z. Tan ◽

T. W. S. Chow

Keyword(s):

Input Output ◽

Output Data ◽

Recursive Scheme ◽

Order Estimation ◽

Noisy Input

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Frequency Domain Total Least Squares Identification of Linear, Periodically Time-Varying Systems from noisy input-output data

IFAC Proceedings Volumes ◽

10.3182/20110828-6-it-1002.01082 ◽

2011 ◽

Vol 44 (1) ◽

pp. 13115-13120 ◽

Cited By ~ 2

Author(s):

E. Louarroudi ◽

J. Lataire ◽

R. Pintelon

Keyword(s):

Least Squares ◽

Frequency Domain ◽

Total Least Squares ◽

Time Varying ◽

Input Output ◽

Output Data ◽

Noisy Input ◽

Time Varying Systems

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On least-squares identification of stochastic linear systems with noisy input-output data

International Journal of Adaptive Control and Signal Processing ◽

10.1002/(sici)1099-1115(199905)13:3<131::aid-acs535>3.0.co;2-0 ◽

1999 ◽

Vol 13 (3) ◽

pp. 131-143 ◽

Cited By ~ 20

Author(s):

Wei Xing Zheng

Keyword(s):

Least Squares ◽

Linear Systems ◽

Input Output ◽

Output Data ◽

Noisy Input ◽

Stochastic Linear Systems

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A note on the Gamma test analysis of noisy input/output data and noisy time series

Physica D Nonlinear Phenomena ◽

10.1016/j.physd.2006.12.013 ◽

2007 ◽

Vol 229 (1) ◽

pp. 1-8 ◽

Cited By ~ 12

Author(s):

Antonia J. Jones ◽

D. Evans ◽

S.E. Kemp

Keyword(s):

Time Series ◽

Gamma Test ◽

Input Output ◽

Output Data ◽

Test Analysis ◽

Noisy Input ◽

Noisy Time Series

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Parameter Identification Based on the Steiglitz-McBride Method from Noisy Input-Output Data

Transactions of the Society of Instrument and Control Engineers ◽

10.9746/sicetr1965.28.1492 ◽

1992 ◽

Vol 28 (12) ◽

pp. 1492-1494 ◽

Cited By ~ 1

Author(s):

Zi-jiang YANG ◽

Setsuo SAGARA ◽

Kiyoshi WADA

Keyword(s):

Parameter Identification ◽

Input Output ◽

Output Data ◽

Noisy Input

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On the uniqueness of prediction error models for systems with noisy input-output data

Automatica ◽

10.1016/0005-1098(87)90083-5 ◽

1987 ◽

Vol 23 (4) ◽

pp. 541-543 ◽

Cited By ~ 27

Author(s):

Petre Stoica ◽

Arye Nehorai

Keyword(s):

Prediction Error ◽

Input Output ◽

Output Data ◽

Error Models ◽

Noisy Input

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Identification of multivariable stochastic linear systems using integrated polyspectrum given noisy input-output data

Proceedings of the IEEE Signal Processing Workshop on Higher-Order Statistics ◽

10.1109/host.1997.613523 ◽

2002 ◽

Author(s):

J.K. Tugnait

Keyword(s):

Linear Systems ◽

Input Output ◽

Output Data ◽

Noisy Input ◽

Stochastic Linear Systems

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System identification with noisy input-output data using a cumulant-based Steiglitz-McBride algorithm

IEEE Transactions on Circuits and Systems II Analog and Digital Signal Processing ◽

10.1109/82.580855 ◽

1997 ◽

Vol 44 (5) ◽

pp. 407-409 ◽

Cited By ~ 1

Author(s):

J.M.M. Anderson ◽

W. Edmonson

Keyword(s):

System Identification ◽

Input Output ◽

Output Data ◽

Noisy Input

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Least-squares parameter estimation of linear systems with noisy input–output data

International Journal of Systems Science ◽

10.1080/00207720600681146 ◽

2006 ◽

Vol 37 (7) ◽

pp. 447-453 ◽

Cited By ~ 5

Author(s):

Wei Xing Zheng

Keyword(s):

Parameter Estimation ◽

Least Squares ◽

Linear Systems ◽

Input Output ◽

Output Data ◽

Noisy Input

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A least-squares based method for IIR filtering with noisy input-output data

2008 IEEE International Symposium on Circuits and Systems ◽

10.1109/iscas.2008.4542138 ◽

2008 ◽

Author(s):

Wei Xing Zheng

Keyword(s):

Least Squares ◽

Input Output ◽

Output Data ◽

Noisy Input

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A modified identification algorithm for linear systems with noisy input-output data

2002 IEEE International Symposium on Circuits and Systems. Proceedings (Cat. No.02CH37353) ◽

10.1109/iscas.2002.1010269 ◽

2003 ◽

Author(s):

Wei Xing Zheng

Keyword(s):

Linear Systems ◽

Identification Algorithm ◽

Input Output ◽

Output Data ◽

Noisy Input

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