A new method for identifying errors-in-variables system models

Hyundeok Kang, Guoxiang Gu, Wei Xing Zheng

Research output: Chapter in Book / Conference PaperConference Paperpeer-review

Abstract

![CDATA[We study the problem of system identification for the errors-in-variables (EIV) model, based on noisy input and output measurement data, without assuming equal noise variances at the system input and output. A new method is proposed and a new identification algorithm is developed based on the subspace interpretation. The algorithm is unbiased, and achieves the consistency of the parameter estimates. The performance of the identification algorithm is examined by a numerical example, and compared with that of the Frisch scheme based algorithm.]]
Original languageEnglish
Title of host publicationProceedings of the 38th Chinese Control Conference, 27-30 July 2019, Guangzhou, China
PublisherIEEE
Pages1537-1542
Number of pages6
ISBN (Print)9789881563972
DOIs
Publication statusPublished - 2019
EventChinese Control Conference -
Duration: 27 Jul 2019 → …

Publication series

Name
ISSN (Print)1934-1768

Conference

ConferenceChinese Control Conference
Period27/07/19 → …

Keywords

  • algorithms
  • errors-in-variables models
  • least squares
  • parameter estimation
  • system identification

Fingerprint

Dive into the research topics of 'A new method for identifying errors-in-variables system models'. Together they form a unique fingerprint.

Cite this