@TechReport{	  it:2004-037,
  author	= {Torsten S{\"o}derstr{\"o}m and Mei Hong},
  title		= {Identification of Dynamic Errors-in-Variables Systems with
		  Periodic Data},
  institution	= {Department of Information Technology, Uppsala University},
  department	= {Division of Systems and Control},
  year		= {2004},
  number	= {2004-037},
  month		= aug,
  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 report. How to
		  choose suitable instrumental variable vectors is the key
		  point. Four variants are proposed; all 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 IV3 method
		  for both white and colored measurement noise. It is
		  superior to alternative methods under low signal to noise
		  ratios.}
}