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
收藏
页码：322 / 327
页数：6
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