Errors-in-variables identification using a generalized instrumental variable estimation method

被引：0

作者：

Soderstrom, Torsten ^{[1
]}

机构：

[1] Uppsala Univ, Div Syst & Control, Dept Informat Technol, SE-75105 Uppsala, Sweden

来源：

49TH IEEE CONFERENCE ON DECISION AND CONTROL (CDC) | 2010年

关键词：

NONLINEAR LEAST-SQUARES; FRISCH SCHEME; ACCURACY ANALYSIS; INPUT;

D O I：

10.1109/CDC.2010.5717579

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Several estimation methods have been proposed for identifying dynamic errors-in-variables models. In the paper it is shown how a number of common methods for errors-in-variables methods can be put into a general framework, resulting in a Generalized Instrumental Variable Estimator. Computational aspects and the asymptotic distribution of the parameter estimates are presented.

引用

页码：322 / 327

页数：6

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