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A Note on the System Identification in the Presence of Input and Output Noises

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Abstract A Dynamic Total Least Squares (DTLS) method can be applied to system identification in the presence of input and output noises. The DTLS problem is a special case of a Structured total least squares (...STLS) problem that is an extension of the TLS problem and reduces to nonlinear singular value decomposition (SVD). In this paper, we discuss DTLS method to derive the relationship between TLS method and DTLS method under the input and output observation noise condition.show more

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Created Date 2015.06.15
Modified Date 2020.11.02

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