A unified framework for EIV identification methods in the presence of mutually correlated noises
نویسندگان
چکیده
This paper deals with the identification of errors–in–variables models where the additive input and output noises are mutually correlated white processes. It is shown how many estimators proposed in the literature can be described as various special cases of a generalized instrumental variable framework.
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تاریخ انتشار 2014