| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 711371 | IFAC Proceedings Volumes | 2008 | 6 Pages |
Abstract
In this paper, the problem of identifying stochastic linear discrete-time systems from noisy input/output data is addressed. The input noise is supposed to be white, while the output noise is assumed to be coloured. Some methods based on instrumental variable techniques are studied and compared to a least squares bias compensation scheme with the help of Monte Carlo simulations.
Related Topics
Physical Sciences and Engineering
Engineering
Computational Mechanics
Authors
Stéphane Thil, Marion Gilson, Hugues Garnier,