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Errors-in-variables identification using a Generalized Instrumental Variable Estimation method

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1 Author(s)
Soderstrom, T. ; Dept. of Inf. Technol., Uppsala Univ., Uppsala, Sweden

Several estimation methods have been proposed for identifying dynamic errors-in-variables models. In the paper it is shown how a number of common methods for errors-in-variables methods can be put into a general framework, resulting in a Generalized Instrumental Variable Estimator. Computational aspects and the asymptotic distribution of the parameter estimates are presented.

Published in:

Decision and Control (CDC), 2010 49th IEEE Conference on

Date of Conference:

15-17 Dec. 2010

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