A unified framework for EIV identification methods when the measurement noises are mutually correlated

Abstract

In this paper, the previously introducedGeneralized Instrumental Variable Estimator (GIVE) is extended to the case of errors-in-variablesmodels where the additive input and output noises aremutually correlated white processes. It is shown howmany estimators proposed in the literature can be described as various special cases of a generalized instrumental… (More)
DOI: 10.1016/j.automatica.2014.10.037

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