DocumentCode
2541672
Title
Frisch scheme identification for Errors-in-Variables systems
Author
Fan, Dan ; Luo, Guiming
Author_Institution
Sch. of Software, Tsinghua Univ., Beijing, China
fYear
2010
fDate
7-9 July 2010
Firstpage
794
Lastpage
799
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Cognitive Informatics (ICCI), 2010 9th IEEE International Conference on
Conference_Location
Beijing
Print_ISBN
978-1-4244-8041-8
Type
conf
DOI
10.1109/COGINF.2010.5599803
Filename
5599803
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