Finite Record Effects of the Errors-in-Variables Estimator for Linear Dynamic Systems

被引：4

作者：

Barbe, Kurt ^{[1
]}

Pintelon, Rik ^{[1
]}

Vandersteen, Gerd ^{[1
]}

机构：

[1] Vrije Univ Brussel, Dept ELEC, B-1050 Brussels, Belgium

来源：

IEEE TRANSACTIONS ON INSTRUMENTATION AND MEASUREMENT | 2011年 / 60卷 / 02期

关键词：

Errors-in-variables (EIV); frequency domain; leakage; linear dynamic systems; weighted least squares; windowing; FREQUENCY-DOMAIN; IDENTIFICATION; MODELS;

D O I：

10.1109/TIM.2010.2051601

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

The frequency domain errors-in-variables (EIV) estimator for linear dynamic systems with periodic excitations is generally formulated as a maximum likelihood (ML) estimator, where the estimated input-output noise (co) variances are used. In this paper, we study the finite record influences on the uncertainty of the ML estimator. Furthermore, we discuss when a significant influence can occur and derive a practical method to circumvent this problem without the need of introducing parametric noise models.

引用

页码：642 / 654

页数：13

共 50 条

[21] Estimation in linear models with random effects and errors-in-variables
Zhong, XP
Fung, WK
Wei, BC
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2002, 54 (03) : 595 - 606
[22] ERRORS-IN-VARIABLES IN DEMAND SYSTEMS
STAPLETON, DC
JOURNAL OF ECONOMETRICS, 1984, 26 (03) : 255 - 270
[23] IMPROVED ESTIMATORS IN SOME LINEAR ERRORS-IN-VARIABLES MODELS IN FINITE SAMPLES
HOA, TV
ECONOMICS LETTERS, 1986, 20 (04) : 355 - 358
[24] Adaptive modelling of non-linear errors-in-variables systems
Li, Yuan
Qin, Zheng
Shan, Laixiang
INTERNATIONAL JOURNAL OF COMPUTER APPLICATIONS IN TECHNOLOGY, 2016, 53 (01) : 71 - 81
[25] A consistent estimator in general functional errors-in-variables models
Sándor Baran
Metrika, 2000, 51 : 117 - 132
[26] A consistent estimator in general functional errors-in-variables models
Baran, S
METRIKA, 2000, 51 (02) : 117 - 132
[27] Orthogonal least trimmed absolute deviation estimator for multiple linear errors-in-variables model
Cao, H. (huirongcao@126.com), 2012, World Scientific and Engineering Academy and Society, aAg. Ioannou Theologou 17-23, Zographou, Athens, 15773, Greece (11)
[28] Kernel estimator and predictor of partially linear mixed-effect errors-in-variables model
Yalaz, Secil
Kuran, Ozge
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2021, 91 (05) : 934 - 951
[29] Identifying dynamic systems with polynomial nonlinearities in the errors-in-variables context
Hunyadi, Levente
Vajk, István
WSEAS Transactions on Systems, 2009, 8 (07): : 793 - 802
[30] LINEAR ERRORS-IN-VARIABLES MODELS - SOME PERFORMANCE TESTS ON THE POLYNOMIAL-IV ESTIMATOR
VANHOA, T
ECONOMICS LETTERS, 1987, 25 (03) : 263 - 265

← 1 2 3 4 5 →