A Frisch scheme for correlated output noise errors-in-variables identification

@article{Soderstrom2007AFS,
  title={A Frisch scheme for correlated output noise errors-in-variables identification},
  author={Torsten Soderstrom},
  journal={2007 European Control Conference (ECC)},
  year={2007},
  pages={4044-4051}
}
The Frisch scheme is an estimation method for identifying errors-in-variables systems, where both input and output measurements are corrupted by noise. In its standard form it is designed to handle white measurement noise on the input and output sides. It is described in the paper how the Frisch scheme can be extended to such correlated output noise.