9. Estimation with Known Noise Model

  1. Rik Pintelon and
  2. Johan Schoukens

Published Online: 13 APR 2012

DOI: 10.1002/9781118287422.ch9

System Identification: A Frequency Domain Approach, Second Edition

System Identification: A Frequency Domain Approach, Second Edition

How to Cite

Pintelon, R. and Schoukens, J. (2012) Estimation with Known Noise Model, in System Identification: A Frequency Domain Approach, Second Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118287422.ch9

Publication History

  1. Published Online: 13 APR 2012
  2. Published Print: 19 MAR 2012

ISBN Information

Print ISBN: 9780470640371

Online ISBN: 9781118287422

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Keywords:

  • noise model;
  • frequency domain data;
  • plant model;
  • subspace algorithms;
  • multivariable systems

Summary

This chapter contains sections titled:

  • Introduction

  • Frequency Domain Data

  • Plant Model

  • Estimation Algorithms

  • Quick Tools to Analyze Estimators

  • Assumptions

  • Asymptotic Properties

  • Linear Least Squares

  • Nonlinear Least Squares

  • Total Least Squares

  • Maximum Likelihood

  • Approximate Maximum Likelihood

  • Instrumental Variables

  • Subspace Algorithms

  • Illustration and Overview of the Properties

  • High-Order Systems

  • Systems with Time Delay

  • Identification in Feedback

  • Modeling in the Presence of Nonlinear Distortions

  • Missing Data

  • Multivariable Systems

  • Transfer Function Models with Complex Coefficients

  • Exercises

  • Appendixes