Abstract: The identification of Errors-in-variables (EIV) models refers to systems where the available The identification of Errors-in-variables (EIV) models refers to systems where the available measurements of their inputs and outputs are corrupted by additive noise. A large variety of solutions are available when dealing with this estimation problem, in particular when the corrupting noises are white processes. However, the number of available solutions decreases when the output noise is assumed as a colored process, which is a case of great practical interest. On the other hand, many applications require estimation algorithms to work on-line, tracking a dynamical system behavior for control, signal processing, or diagnosis. In many cases, they even have to take into account computational constraints. In this paper, we propose an estimation method that is able to both lay out an algorithm to solve the identification problem of EIV systems with arbitrarily correlated output noise

Recursive identification of errors-in-variables models with correlated output noise

Barbieri, Matteo;Diversi, Roberto
2021

Abstract

Abstract: The identification of Errors-in-variables (EIV) models refers to systems where the available The identification of Errors-in-variables (EIV) models refers to systems where the available measurements of their inputs and outputs are corrupted by additive noise. A large variety of solutions are available when dealing with this estimation problem, in particular when the corrupting noises are white processes. However, the number of available solutions decreases when the output noise is assumed as a colored process, which is a case of great practical interest. On the other hand, many applications require estimation algorithms to work on-line, tracking a dynamical system behavior for control, signal processing, or diagnosis. In many cases, they even have to take into account computational constraints. In this paper, we propose an estimation method that is able to both lay out an algorithm to solve the identification problem of EIV systems with arbitrarily correlated output noise
IFAC PapersOnLine
363
368
Barbieri, Matteo; Diversi, Roberto
File in questo prodotto:
Eventuali allegati, non sono esposti

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11585/855247
 Attenzione

Attenzione! I dati visualizzati non sono stati sottoposti a validazione da parte dell'ateneo

Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 0
  • ???jsp.display-item.citation.isi??? 0
social impact