Abstract
In this chapter the errors-in-variables problem is described in detail for dynamic systems. It is also shown that some naive approaches, where the presence of noise on the input signal is either neglected, or compensated for in an inappropriate way, will not lead to consistent estimates. Some data sets are presented, and will be used for comparison purposes on many different methods in later chapters.
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Söderström, T. (2018). The Errors-in-Variables Problem for Dynamic Systems. In: Errors-in-Variables Methods in System Identification. Communications and Control Engineering. Springer, Cham. https://doi.org/10.1007/978-3-319-75001-9_3
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DOI: https://doi.org/10.1007/978-3-319-75001-9_3
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Publisher Name: Springer, Cham
Print ISBN: 978-3-319-75000-2
Online ISBN: 978-3-319-75001-9
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