On maximum likelihood identification of errors-in-variables models
Sign Up to like & getrecommendations! Published in 2017 at "IFAC-PapersOnLine"
DOI: 10.1016/j.ifacol.2017.08.634
Abstract: Abstract In this paper, we revisit maximum likelihood methods for identification of errors-in-variables systems. We assume that the system admits a parametric description, and that the input is a stochastic ARMA process. The cost function… read more here.
Keywords: errors variables; maximum likelihood; variables models; likelihood identification ... See more keywords
Estimation on semi-functional linear errors-in-variables models
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DOI: 10.1080/03610926.2018.1494836
Abstract: Abstract Semi-functional linear regression models are important in practice. In this paper, their estimation is discussed when function-valued and real-valued random variables are all measured with additive error. By means of functional principal component analysis… read more here.
Keywords: semi functional; errors variables; functional linear; variables models ... See more keywords