@inproceedings{20f7560975f447f0a5c7dcb653d1d69a,
title = "Accuracy analysis of a covariance matching method for continuous-time errors-in-variables system identification",
abstract = "A covariance matching method for continuous-time errors-in-variables system identification from discrete-time data is analyzed. The asymptotic normalized covariance matrix, valid for a large number of data and a small sampling interval, is evaluated. This involves the evaluation of a covariance matrix of estimated covariance elements and estimated derivatives of such elements, and large parts of the paper are devoted to this task.",
keywords = "accuracy analysis, continuous time, covariance matching, covariance matrix, errors, errors-in-variables systems, identification (control systems), parameter estimation",
author = "Torsten Soderstrom and Yasir Irshad and Magnus Mossberg and Zheng, {Wei Xing}",
year = "2012",
doi = "10.3182/20120711-3-BE-2027.00298",
language = "English",
isbn = "9783902823069",
publisher = "Elsevier",
pages = "1383--1388",
booktitle = "Proceedings of the 16th IFAC Symposium on System Identification: The International Federation of Automatic Control, Brussels, Belgium: July 11-13, 2012",
note = "IFAC Symposium on System Identification ; Conference date: 11-07-2012",
}