The Frisch scheme in dynamic system identification
Automatica (Journal of IFAC) - Identification and system parameter estimation
Survey paper: Errors-in-variables methods in system identification
Automatica (Journal of IFAC)
Automatica (Journal of IFAC)
A covariance matching approach for identifying errors-in-variables systems
Automatica (Journal of IFAC)
Accuracy analysis of a covariance matching approach for identifying errors-in-variables systems
Automatica (Journal of IFAC)
Comparing some classes of bias-compensating least squares methods
Automatica (Journal of IFAC)
Computers & Mathematics with Applications
Hi-index | 22.15 |
The errors-in-variables identification problem concerns dynamic systems whose input and output variables are affected by additive noise. Several estimation methods have been proposed for identifying dynamic errors-in-variables models. In this paper it is shown how a number of common methods for errors-in-variables methods can be put into a general framework, resulting into a Generalized Instrumental Variable Estimator (GIVE). Various computational aspects of GIVE are presented, and the asymptotic distribution of the parameter estimates is derived.