Title :
Frisch scheme identification for Errors-in-Variables systems
Author :
Fan, Dan ; Luo, Guiming
Author_Institution :
Sch. of Software, Tsinghua Univ., Beijing, China
Abstract :
This paper considers the problem of identification of dynamic Errors-in-Variables (EIV) systems. Some fatal errors of the well-known Frisch Scheme for EIV identification have been presented, and on the basis of it an improved recursive algorithm is proposed. The new algorithm can estimate both the system parameters and the noise variance with higher accuracy and computational efficiency. Simulations illustrate the theoretical results.
Keywords :
recursive estimation; Frisch scheme identification; dynamic EIV identification errors; errors-in-variables systems; noise variance; recursive algorithm; system parameters; Accuracy; Biological system modeling; Computational modeling; Equations; Heuristic algorithms; Noise; Software algorithms; Errors-in-Variables; Frisch Scheme; recursive identification; system identification;
Conference_Titel :
Cognitive Informatics (ICCI), 2010 9th IEEE International Conference on
Conference_Location :
Beijing
Print_ISBN :
978-1-4244-8041-8
DOI :
10.1109/COGINF.2010.5599803
