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Errors-in-variables methods in system identification. (English) Zbl 1193.93090
Summary: The paper gives a survey of errors-in-variables methods in system identification. Background and motivation are given, and examples illustrate why the identification problem can be difficult. Under general weak assumptions, the systems are not identifiable, but can be parameterized using one degree-of-freedom. Examples where identifiability is achieved under additional assumptions are also provided. A number of approaches for parameter estimation of errors-in-variables models are presented. The underlying assumptions and principles for each approach are highlighted.

MSC:
93E12 Identification in stochastic control theory
93E10 Estimation and detection in stochastic control theory
93B30 System identification
93-02 Research exposition (monographs, survey articles) pertaining to systems and control theory
Software:
VanHuffel
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