Several estimation methods have been proposed for identifying errors–in–variables systems, where both input and output measurements are corrupted by noise. One of the more interesting approaches is the Frisch scheme. The method can be applied using either time or frequency domain representations. This paper investigates the general mathematical and geometrical aspects of the Frisch scheme, illustrating the analogies and the differences between the time and frequency domain formulations.

The Frisch scheme for EIV system identification: time and frequency domain formulations

Soverini, Umberto
Primo
;
2020

Abstract

Several estimation methods have been proposed for identifying errors–in–variables systems, where both input and output measurements are corrupted by noise. One of the more interesting approaches is the Frisch scheme. The method can be applied using either time or frequency domain representations. This paper investigates the general mathematical and geometrical aspects of the Frisch scheme, illustrating the analogies and the differences between the time and frequency domain formulations.
Preprints of the 21st IFAC World Congress (Virtual)
907
913
Soverini, Umberto; Söderström, Torsten
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11585/800855
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