IDENTIFICATION OF DYNAMIC ERRORS-IN-VARIABLES SYSTEMS WITH PERIODIC DATA

Abstract

Using instrumental variable methods to estimate the parameters of dynamic errors-in-variables systems with a periodic input signal is the focus in this paper. How to choose suitable instrumental variable vectors is the key point. Two variants are proposed; both of them can generate consistent estimates. An analysis shows that the best accuracy is achieved by using a specific overdetermined instrumental variable vector. Numerical illustrations demonstrate the effectiveness of the proposed Extended IV method for both white and colored measurement noise. It is superior to alternative methods under low signal to noise ratios.