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
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;
Conference_Titel :
Control Conference (ECC), 2007 European
Conference_Location :
Kos
Print_ISBN :
978-3-9524173-8-6
