Perspectives on errors-in-variables estimation for dynamic systems

@article{Sderstrm2002PerspectivesOE,
  title={Perspectives on errors-in-variables estimation for dynamic systems},
  author={Torsten S{\"o}derstr{\"o}m and Umberto Soverini and Kaushik Mahata},
  journal={Signal Processing},
  year={2002},
  volume={82},
  pages={1139-1154}
}
The paper gives an overview of various methods for identifying dynamic errors-in-variables systems. Several approaches are classi2ed by how the original information in time-series data of the noisy input and output measurements is condensed before further processing. For some methods, such as instrumental variable estimators, the information is condensed into a nonsymmetric covariance matrix as a 2rst step before further processing. In a second class of methods, where a symmetric covariance… CONTINUE READING
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