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Extending the Frisch scheme for errors‐in‐variables identification to correlated output noise
Author(s) -
Söderström Torsten
Publication year - 2008
Publication title -
international journal of adaptive control and signal processing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.73
H-Index - 66
eISSN - 1099-1115
pISSN - 0890-6327
DOI - 10.1002/acs.961
Subject(s) - noise (video) , scheme (mathematics) , identification (biology) , white noise , control theory (sociology) , input/output , observational error , computer science , noise measurement , process (computing) , mathematics , statistics , algorithm , artificial intelligence , noise reduction , mathematical analysis , botany , control (management) , image (mathematics) , biology , operating system
Several estimation methods have been proposed for identifying errors‐in‐variables systems, where both input and output measurements are corrupted by noise. One of the promising approaches is the so‐called Frisch scheme. In its standard form, it is designed to handle white measurement noise on the input and output sides. As the output noise comprises both effects of measurement errors and of process disturbances, it is much more realistic to allow correlated output noise. It is described in the paper how the Frisch scheme can be extended to such cases. Copyright © 2007 John Wiley & Sons, Ltd.