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. 14th IFAC Symposium on System Identification, Newcastle, Australia. 29 - 31 Mar 2006. pp. 172-177 .

Record type: Conference or Workshop Item (Other)

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.

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Published date: 2006

Additional Information: Event Dates: March 29-31, 2006

Venue - Dates: 14th IFAC Symposium on System Identification, Newcastle, Australia, 2006-03-29 - 2006-03-31

Keywords: errors-in-variables, system identification, total least squares, clustering

Organisations: Southampton Wireless Group

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Local EPrints ID: 268587

URI: http://eprints.soton.ac.uk/id/eprint/268587

PURE UUID: 5e9a2f19-a66f-4346-802c-04e831a22371

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Date deposited: 11 Mar 2010 14:24

Last modified: 14 Mar 2024 09:14

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Contributors

Author: Ivan Markovsky

Author: A. Kukush

Author: S. Van Huffel

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