[hal-00261403, v1] On instrumental variable-based methods for errors-in-variables model identification
نویسندگان
چکیده
In this paper, the problem of identifying stochastic linear discrete-time systems from noisy input/output data is addressed. The input noise is supposed to be white, while the output noise is assumed to be coloured. Some methods based on instrumental variable techniques are studied and compared to a least squares bias compensation scheme with the help of Monte Carlo simulations.
منابع مشابه
On instrumental variable-based methods for errors-in-variables model identification
In this paper, the problem of identifying stochastic linear discrete-time systems from noisy input/output data is addressed. The input noise is supposed to be white, while the output noise is assumed to be coloured. Some methods based on instrumental variable techniques are studied and compared to a least squares bias compensation scheme with the help of Monte Carlo simulations.
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