• DocumentCode
    2566663
  • Title

    Asymptotic accuracy of covariance function based errors-in-variables system parameter estimates

  • Author

    Söderström, Torsten ; Mossberg, Magnus

  • Author_Institution
    Dept. of Inf. Technol., Uppsala Univ., Uppsala, Sweden
  • fYear
    2010
  • fDate
    15-17 Dec. 2010
  • Firstpage
    328
  • Lastpage
    333
  • Abstract
    A covariance matching approach for estimating the parameters in errors-in-variables systems is analyzed and the asymptotic accuracy of the parameter estimates is derived. The computation of the asymptotic covariance matrix of the parameter estimates is given in an algorithm and it is shown that the approach is asymptotically statistically efficient in a certain sense. An algorithm for computing the covariance matrix of the input-output covariances is also given.
  • Keywords
    covariance matrices; parameter estimation; asymptotic accuracy; asymptotic covariance matrix; covariance function; covariance matching; errors-in-variables system; parameter estimates; Accuracy; Covariance matrix; Distributed databases; Noise; Noise measurement; Optimized production technology; Polynomials;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control (CDC), 2010 49th IEEE Conference on
  • Conference_Location
    Atlanta, GA
  • ISSN
    0743-1546
  • Print_ISBN
    978-1-4244-7745-6
  • Type

    conf

  • DOI
    10.1109/CDC.2010.5717104
  • Filename
    5717104
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2566663