The Frisch scheme in multivariable errors-in-variables identification

被引：4

作者：

Diversi, Roberto ^{[1
]}

Guidorzi, Roberto ^{[1
]}

机构：

[1] Univ Bologna, Dept Elect Elect & Informat Engn DEI, Viale Risorgimento 2, I-40136 Bologna, Italy

来源：

EUROPEAN JOURNAL OF CONTROL | 2017年 / 37卷

关键词：

System identification; Errors-in-variables models; Multivariable models; Frisch scheme; NOISY INPUT; PARAMETER-ESTIMATION; IDENTIFIABILITY; SYSTEMS; MODELS;

D O I：

10.1016/j.ejcon.2017.05.004

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

This paper concerns the identification of multivariable errors-in-variables (EIV) models, i.e. models where all inputs and outputs are assumed as affected by additive errors. The identification of MIMO EIV models introduces challenges not present in SISO and MISO cases. The approach proposed in the paper is based on the extension of the dynamic Frisch scheme to the MIMO case. In particular, the described identification procedure relies on the association of EIV models with directions in the noise space and on the properties of a set of high order Yule-Walker equations. A method for estimating the system structure is also described. (C) 2017 European Control Association. Published by Elsevier Ltd. All rights reserved.

引用

页码：43 / 53

页数：11

共 40 条

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