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A unified framework for EIV identification methods when the measurement noises are mutually correlated
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Division of Systems and Control. Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Information Technology, Automatic control.
2014 (English)In: Automatica, ISSN 0005-1098, E-ISSN 1873-2836, Vol. 50, no 12, 3216-3223 p.Article in journal (Refereed) Published
Abstract [en]

In this paper, the previously introduced Generalized Instrumental Variable Estimator (GIVE) is extended to the case of errors-in-variables models 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. It is also investigated how to analyze the common situation where some of the equations that define the estimator are to hold exactly, and others to hold approximately in a least squares sense, providing a detailed study of the accuracy analysis. 

Place, publisher, year, edition, pages
2014. Vol. 50, no 12, 3216-3223 p.
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Control Engineering
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URN: urn:nbn:se:uu:diva-244579DOI: 10.1016/j.automatica.2014.10.037ISI: 000347760100027OAI: oai:DiVA.org:uu-244579DiVA: diva2:793579
Available from: 2014-10-27 Created: 2015-02-18 Last updated: 2017-12-04Bibliographically approved

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Söderström, Torsten

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