DocumentCode
2152905
Title
A Frisch scheme for correlated output noise errors-in-variables identification
Author
Soderstrom, Torsten
Author_Institution
Dept. of Inf. Technol., Uppsala Univ., Uppsala, Sweden
fYear
2007
fDate
2-5 July 2007
Firstpage
4044
Lastpage
4051
Abstract
The Frisch scheme is an estimation method for identifying errors-in-variables systems, where both input and output measurements are corrupted by noise. In its standard form it is designed to handle white measurement noise on the input and output sides. It is described in the paper how the Frisch scheme can be extended to such correlated output noise.
Keywords
linear systems; parameter estimation; white noise; Frisch scheme; correlated output noise; errors-in-variables system identification; estimation method; input measurement; linear dynamic system; output measurement; white measurement noise handling; Covariance matrices; Equations; Estimation; Extraterrestrial measurements; Noise; Noise measurement; Vectors;
fLanguage
English
Publisher
ieee
Conference_Titel
Control Conference (ECC), 2007 European
Conference_Location
Kos
Print_ISBN
978-3-9524173-8-6
Type
conf
Filename
7068235
Link To Document