Recursive Frisch Scheme Identification Incorporating Adaptivity
نویسندگان
چکیده
The identification of dynamical models in the errors-in-variables (EIV) framework has seen renewed interest during the last decades. One of the main advantages of such a framework is the symmetrical treatment of all variables. One important EIV identification method is the Frisch scheme, which yields estimates for the measurement noise variances as well as the model parameters. Building on a recursive version of this scheme, which has recently been developed, this paper focuses on the need for and a method of incorporating adaptivity.
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