A generalized instrumental variable estimation method for errors-in-variables identification problems
DOI: 10.1016/J.AUTOMATICA.2011.05.010
关键词:
摘要: The errors-in-variables identification problem concerns dynamic systems whose input and output variables are affected by additive noise. Several estimation methods have been proposed for identifying models. In this paper it is shown how a number of common can be put into general framework, resulting Generalized Instrumental Variable Estimator (GIVE). Various computational aspects GIVE presented, the asymptotic distribution parameter estimates derived.
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