This paper deals with the identification of errors–in-variablesmodels where the additive input and output noises are mutually correlated white processes. It is shown how many estimators proposed in the literature can be described as various special cases of a generalized instrumental variable framework.
Torsten Söderström, Roberto Diversi, Umberto Soverini (2014). A unified framework for EIV identification methods in the presence of mutually correlated noises. International Federation of Automatic Control [10.3182/20140824-6-ZA-1003.00032].
A unified framework for EIV identification methods in the presence of mutually correlated noises
DIVERSI, ROBERTO;SOVERINI, UMBERTO
2014
Abstract
This paper deals with the identification of errors–in-variablesmodels where the additive input and output noises are mutually correlated white processes. It is shown how many estimators proposed in the literature can be described as various special cases of a generalized instrumental variable framework.File in questo prodotto:
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