This paper concerns the identification of multivariable errors-in-variables (EIV) models, i.e. models where all inputs and outputs are assumed as affected by additive errors. The identification of MIMO EIV models introduces challenges not present in SISO and MISO cases. The approach proposed in the paper is based on the extension of the dynamic Frisch scheme to the MIMO case. In particular, the described identification procedure relies on the association of EIV models with directions in the noise space and on the properties of a set of high order YuleâWalker equations. A method for estimating the system structure is also described.
Diversi, R., Guidorzi, R. (2017). The Frisch scheme in multivariable errors-in-variables identification. EUROPEAN JOURNAL OF CONTROL, 37, 43-53 [10.1016/j.ejcon.2017.05.004].
The Frisch scheme in multivariable errors-in-variables identification
Diversi, Roberto;
2017
Abstract
This paper concerns the identification of multivariable errors-in-variables (EIV) models, i.e. models where all inputs and outputs are assumed as affected by additive errors. The identification of MIMO EIV models introduces challenges not present in SISO and MISO cases. The approach proposed in the paper is based on the extension of the dynamic Frisch scheme to the MIMO case. In particular, the described identification procedure relies on the association of EIV models with directions in the noise space and on the properties of a set of high order YuleâWalker equations. A method for estimating the system structure is also described.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.