Literature Review of the 'Errors-In-Variables' Approach to the Problem of System Identification

Abstract

The papers reviewed here deal with various aspects of the problem of system identification when all the observed variables are contaminated by noise errors. Theoretical issues of identifiability and practical methods for developing algorithms to estimate parameters of a dynamic system are considered. The total least squares approach and the Koopmans-Levin method are among the methods discussed. Both these methods are strongly based on matrix singular value decomposition, which is a computationally robust numerical technique. A book, which is a compilation of papers originating from a workshop on singular value decomposition and signal processing is included in the references. System identification, Parameter estimation, Noise modulation, Dynamical systems, Algorithms.

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1993
Accession Number
ADA271098

Entities

People

  • Betty Emslie

Tags

Communities of Interest

  • Space

DTIC Thesaurus Topics

  • Algorithms
  • Correlation Techniques
  • Databases
  • Decomposition
  • Department Of Defense
  • Engineering
  • Governments
  • Identification
  • Information Science
  • Linear Systems
  • Literature Surveys
  • Mechanical Engineering
  • Noise Modulation
  • Signal Processing
  • Transfer Functions
  • White Noise
  • Workshops

Fields of Study

  • Engineering

Readers

  • Finite Element Method (FEM) for solving Partial Differential Equations (PDEs)
  • Neural Network Machine Learning.
  • Systems Analysis and Design