A confirmatory factor analysis approach for addressing the errors-in-variables problem with colored output noise✩

被引：4

作者：

Kreiberg, David ^{[1
]}

机构：

[1] BI Norwegian Business Sch, Dept Econ, Oslo, Norway

来源：

AUTOMATICA | 2023年 / 156卷

关键词：

System identification; Errors-in-variables; Confirmatory factor analysis; Colored output noise; Minimum distance estimation; COVARIANCE MATCHING APPROACH; IDENTIFICATION;

D O I：

10.1016/j.automatica.2023.111187

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Over the years, errors-in-variables (EIV) system identification has attracted considerable research interest. Among the many proposed approaches for identifying EIV models is confirmatory factor analysis (CFA), here referred to as EIV-CFA. This study extends previous research by presenting a EIVCFA modeling framework that allows for colored output noise. Considerable attention is paid to the theoretical aspects of the minimum distance (MD) estimator. The finite sample performance of the MD estimator is briefly evaluated using simulation. The results suggest that model parameters are well estimated. & COPY; 2023 The Author(s). Published by Elsevier Ltd. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).

引用

页数：8

共 50 条

[1] Identification of errors-in-variables models with colored output noise
Diversi, Roberto
Soverini, Umberto
2015 EUROPEAN CONTROL CONFERENCE (ECC), 2015, : 1784 - 1789
[2] Errors-in-variables identification through covariance matching: Analysis of a colored measurement noise case
Mossberg, Magnus
2008 AMERICAN CONTROL CONFERENCE, VOLS 1-12, 2008, : 1310 - 1315
[3] Generalization of the TLS approach in the errors-in-variables problem
Amemiya, Y
RECENT ADVANCES IN TOTAL LEAST SQUARES TECHNIQUES AND ERRORS-IN-VARIABLES MODELING, 1997, : 77 - 86
[4] Recursive identification of errors-in-variables models with correlated output noise
Barbieri, Matteo
Diversi, Roberto
IFAC PAPERSONLINE, 2021, 54 (07): : 363 - 368
[5] Bayesian analysis of an errors-in-variables regression problem
Lira, I
Grientschnig, D.
ADVANCED MATHEMATICAL AND COMPUTATIONAL TOOLS IN METROLOGY AND TESTING XI, 2019, 89 : 38 - 47
[6] Extending the Frisch scheme for errors-in-variables identification to correlated output noise
Soderstrom, Torsten
INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, 2008, 22 (01) : 55 - 73
[7] Identification of dynamic errors-in-variables systems with quasi-stationary input and colored noise
Zhang, Erliang
Pintelon, Rik
AUTOMATICA, 2021, 123
[8] The Estimation and Empirical Analysis of CAPM with Errors-in-Variables Problem
Liu, Qiang
PROGRESS IN CIVIL ENGINEERING, PTS 1-4, 2012, 170-173 : 675 - 678
[9] Identification of Wiener Systems with Process Noise is a Nonlinear Errors-in-Variables Problem
Wahlberg, Bo
Welsh, James
Ljung, Lennart
2014 IEEE 53RD ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC), 2014, : 3328 - 3333
[10] System identification for the errors-in-variables problem
Soderstrom, Torsten
TRANSACTIONS OF THE INSTITUTE OF MEASUREMENT AND CONTROL, 2012, 34 (07) : 780 - 792

← 1 2 3 4 5 →