14th IFAC Symposium on System Identification, SYSID 2006

SYSID-2006 Paper Abstract


Paper WeA2.1

Markovsky, Ivan (K.U. Leuven), Kukush, Alexander (Kiev National Taras Shevchenko Univ.), Van Huffel, sabine (Katholieke Univ. Leuven)

On Errors-In-Variables Estimation with Unknown Noise Variance Ratio

Scheduled for presentation during the Regular Session "Errors in Variables Identification" (WeA2), Wednesday, March 29, 2006, 10:30−10:50, 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, Identifiability, Maximum Likelihood Methods


We propose an estimation method for an errors-in-variables model with unknown input and output noise variances. The main assumption that allows identifiability of the model is clustering of the data into two clusters that are distinct in a certain specified sense. We show an application of the proposed method for system identification.