@TechReport{ it:2002-040,
author = {Torsten S{\"o}derstr{\"o}m},
title = {Why are errors-in-variables problems often tricky?},
institution = {Department of Information Technology, Uppsala University},
department = {Division of Systems and Control},
year = {2002},
number = {2002-040},
month = nov,
abstract = {There are several identification methods designed for the
errors-in-variables problem. In this paper we focus on
discussing the underlying assumptions for several of these
methods. Some assumptions are shown to have far reaching
consequences. For example, if the noise-free input happens
to be periodic, simple estimators that give consistent
parameter estimates of the system parameters can easily be
designed. If the variances of the input and output noises
are unknown, some structural assumption must be added for
the system dynamics to be identifiable. On the other hand,
should the ratio between output noise variance and input
noise variance be known, it is possible not only to
estimate the system parameters consistently, but also to
combine this with a reasonable estimate of the unperturbed
input. }
}