Finite record effects of the errors-in-variables estimator for linear dynamic systems

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3 Citations (Scopus)

Abstract

The frequency domain Errors-In-Variables (EIV) estimator for linear dynamic systems is generally formulated as a weighted least square estimator, where the weights used are the estimated noise (co)variances. In this paper, we study the finite record influences on the uncertainty of the EIV estimator for using the estimated weights. Furthermore, we discuss when a significant influence can occur and derive a practical method to circumvent this problem without the need of introducing a parametric noise model
Original languageEnglish
Title of host publicationI2MTC 2009 - International Instrumentation and Measurement Technology Conference Singapore, 5-7 May 2009
Pages1525-1530
Number of pages6
Publication statusPublished - 7 May 2009
EventFinds and Results from the Swedish Cyprus Expedition: A Gender Perspective at the Medelhavsmuseet - Stockholm, Sweden
Duration: 21 Sep 200925 Sep 2009

Conference

ConferenceFinds and Results from the Swedish Cyprus Expedition: A Gender Perspective at the Medelhavsmuseet
CountrySweden
CityStockholm
Period21/09/0925/09/09

Keywords

  • Frequency domain,
  • Errors-In-Variables
  • Weighted Least Squares
  • Leakage, windowing
  • Linear dynamic systems.

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