Errors-in-Variables Methods in System Identification

by Torsten Söderström

Chapter 1. Introduction.- Chapter 2. The Static Case.- Chapter 3. The Errors-in-Variables Problem for Dynamic Systems.- Chapter 4. Identifiability Aspects.- Chapter 5. Modeling Aspects.- Chapter 6. Elementary Methods.- Chapter 7. Methods Based on Bias-Compensation.- Chapter 8. Covariance Matching.- Chapter 9. Prediction Error and Maximum Likelihood Methods.- Chapter 10. Frequency Domain Methods.- Chapter 11. Total Least Squares.- Chapter 12. Methods for Periodic Data.- Chapter 13. Algorithmic Properties.- Chapter 14. Asymptotic Distributions.- Chapter 15. Errors-in-Variables Problems in Practice.- Index.- References.

516 pages, Paperback

Published April 11, 2018