Standard identification methods give biased parameter estimates when the recorded signals are corrupted by noise on both input and output sides. When the system is close to be non-identifiable, the bias can be large. The paper discusses the possibilities and potential benefits when using either a reduced model structure or a full errors-in-variables model. The case of using an instrumental variable estimator is also treated.

Aspects on errors-in-variables identification: Some ways to mitigate a large bias

Soverini, Umberto
2023

Abstract

Standard identification methods give biased parameter estimates when the recorded signals are corrupted by noise on both input and output sides. When the system is close to be non-identifiable, the bias can be large. The paper discusses the possibilities and potential benefits when using either a reduced model structure or a full errors-in-variables model. The case of using an instrumental variable estimator is also treated.
2023
Proceedings of the 22nd IFAC World Congress
4019
4024
Söderström, Torsten; Soverini, Umberto
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: https://hdl.handle.net/11585/951314
 Attenzione

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

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