On errors-in-variables estimation with unknown noise variance ratio
Markovsky, Ivan, Kukush, A. and Van Huffel, S. (2006) On errors-in-variables estimation with unknown noise variance ratio. At 14th IFAC Symposium on System Identification, Newcastle, Australia, 29 - 31 Mar 2006. IFAC, 172-177.
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Description/Abstract
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.
| Item Type: | Conference or Workshop Item (Speech) |
|---|---|
| Additional Information: | Event Dates: March 29-31, 2006 |
| Keywords: | errors-in-variables, system identification, total least squares, clustering |
| Divisions: | Faculty of Physical and Applied Science > Electronics and Computer Science > Comms, Signal Processing & Control |
| Item ID: | 268587 |
| Date Deposited: | 11 Mar 2010 14:24 |
| Last Modified: | 02 Mar 2012 13:43 |
| Contributors: | Markovsky, Ivan (Author) Kukush, A. (Author) Van Huffel, S. (Author) |
| Date: | 2006 |
| Additional Information: | Event Dates: March 29-31, 2006 |
| Status: | Published |
| Publisher: | IFAC |
| Further Information: | Google Scholar |
| URI: | http://eprints.soton.ac.uk/id/eprint/268587 |
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