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.

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.
2014
Proceedings of the 19th IFAC World Congress
4644
4649
Torsten Söderström; Roberto Diversi; Umberto Soverini
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11585/417779
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