| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 711370 | IFAC Proceedings Volumes | 2008 | 6 Pages |
Abstract
This paper deals with identification of dynamic discrete-time errors-in-variables systems. The statistical accuracy of a least squares estimator based on third-order cumulants is analyzed. In particular, the asymptotic covariance matrix of the estimated parameters is derived. The results are supported by numerical simulation studies.
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Stéphane Thil, Mei Hong, Torsten Söderström, Marion Gilson, Hugues Garnier,