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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.
Decision and Control (CDC), 2010 49th IEEE Conference on
Date of Conference: 15-17 Dec. 2010