Statistical Analysis of a Third-Order Cumulants Based Algorithm for Discrete-Time Errors-in-Variables Identification
Overview & Synopsis
This paper deals with identification of dynamic discrete-time errors-in-variables systems. The statistical accuracy of a least squares estimator based on third-order cumulants is analyzed. In particular, the asymptotic covariance matrix of the estimated parameters is derived. The results are supported by numerical simulation studies.
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Document Information
| Document Title | Statistical Analysis of a Third-Order Cumulants Based Algorithm for Discrete-Time Errors-in-Variables Identification |
|---|---|
| Author / Organization | Stéphane Thil, Mei Hong, Torsten Söderström, Marion Gilson, Hugues Garnier |
| Subject & Discipline | Multidisciplinary Academic Open Research |
| Categories | Science & Mathematics |
| Publication Year | 2008 |
| License / Rights | Open Access / Creative Commons |
| Resource Verification | Listed PDF (Verification Pending) |
| Original Host Website |
HAL Open Science
(hal.science)
|
| File Format | application/pdf (Portable Document Format) |
| Language | EN |
| Catalog ID | DOC-36822 |
| Original Source Link | Visit Source Page on hal.science » |