## Abstract

In this paper a consistent frequency domain estimator is proposed in

the errors-in-variables framework. A nonparametric noise model (the

sample covariance matrix) directly obtained from a small number of

repeated measurements is used. The loss in efficiency due to use of the

sample covariance matrix instead of the exact covariance matrix is

quantified.

the errors-in-variables framework. A nonparametric noise model (the

sample covariance matrix) directly obtained from a small number of

repeated measurements is used. The loss in efficiency due to use of the

sample covariance matrix instead of the exact covariance matrix is

quantified.

Original language | English |
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Journal | Automatica |

Publication status | Published - 1997 |