14th IFAC Symposium on System Identification, SYSID 2006

SYSID-2006 Paper Abstract


Paper WeA2.3

Vajk, Istvan (Budapest Univ. of Tech. and Ec.), Hetthessy, Jeno (Budapest Univ. of Tech. and Ec.)

Covariance Matching Criteria in Eiv Identification

Scheduled for presentation during the Regular Session "Errors in Variables Identification" (WeA2), Wednesday, March 29, 2006, 11:10−11:30, Banquet Room

14th IFAC Symposium on System Identification, March 29 - 31, 2006, Newcastle, Australia

This information is tentative and subject to change. Compiled on July 17, 2018

Keywords Errors in Variables Identification


The paper deals with the simultaneous estimation of the process and noise parameters in linear dynamic errors-in-variables models. The presented method is based on the minimization of loss functions to estimate all the parameters in the EIV model. The related loss functions involve Hankel matrices built up by the noisy input-output observations, as well as error covariance matrices taking the assumptions made for the noisy environment into consideration. The theoretical results are verified by simulation examples.