Details

Autor(en) / Beteiligte

• Kang, Hyundeok
• Gu, Guoxiang
• Zheng, Wei Xing

Titel

A New Method for Identifying Errors-In-Variables System Models

Ist Teil von

• 2019 Chinese Control Conference (CCC), 2019, p.1537-1542

Ort / Verlag

Technical Committee on Control Theory, Chinese Association of Automation

Erscheinungsjahr

2019

Quelle

IEEE Xplore

Beschreibungen/Notizen

• 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.