This paper deals with the identification of multi–input multi–output errors–in–variables (EIV) models in the Frisch scheme context. The extension of the Frisch scheme to MIMO models introduces some problems not present in the SISO case. The approach proposed in this paper relies on the association of EIV models to directions in the noise space and on the statistical properties of the residual of the EIV model. In particular, a selection criterion based on the comparison of the theoretical statistical properties of the residual with those computed from the data is introduced. The performance of the proposed identification algorithm is evaluated by means of numerical simulations.
R. Diversi, R. Guidorzi (2012). A covariance–matching criterion in the Frisch scheme identification of MIMO EIV models. s.l : International Federation of Automatic Control [10.3182/20120711-3-BE-2027.00314].
A covariance–matching criterion in the Frisch scheme identification of MIMO EIV models
DIVERSI, ROBERTO;GUIDORZI, ROBERTO
2012
Abstract
This paper deals with the identification of multi–input multi–output errors–in–variables (EIV) models in the Frisch scheme context. The extension of the Frisch scheme to MIMO models introduces some problems not present in the SISO case. The approach proposed in this paper relies on the association of EIV models to directions in the noise space and on the statistical properties of the residual of the EIV model. In particular, a selection criterion based on the comparison of the theoretical statistical properties of the residual with those computed from the data is introduced. The performance of the proposed identification algorithm is evaluated by means of numerical simulations.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.