Errors-in-Variables Methods in System Identification
Event details
| Date | 08.05.2009 |
| Hour | 10:15 |
| Speaker | Prof. T. Söderström - Dept. of Systems and Control, Uppsala University (Uppsala, Sweden). |
| Location |
MEC2405
|
| Category | Conferences - Seminars |
The lecture gives a tutorial survey of errors-in-variables methods in system identification,
where both input and output measurements are noise-corrupted. Background and motivation
are given, and examples illustrate why such an identification problem can be difficult. Under
general weak assumptions, the systems are not identifiable, but can be parameterized using
one degree of freedom. Examples where identifiability is achieved under additional
assumptions are also provided. A number of typical approaches for parameter estimation of
errors-in-variables models are presented.The underlying assumptions and principles as well
as key properties for each approach are highlighted.
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Practical information
- General public
- Free