Frequency domain EIV identification combining the Frisch scheme and Yule-Walker equations

The paper proposes a new frequency domain method for identifying linear dynamic errors-in-variables (EIV) models. The noise-free input is an arbitrary signal, not necessarily periodic and the input and output noises are additive and uncorrelated white processes. The method combines, in a frequency domain context, the characteristics of the Frisch scheme and the properties of the Yule-Walker equations. The features of the method are illustrated by means of numerical examples.