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


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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