@TechReport{	  it:2006-032,
  author	= {Torsten S{\"o}derstr{\"o}m},
  title		= {Extending the {F}risch Scheme for Errors-in-Variables
		  Identification to Correlated Output Noise},
  institution	= {Department of Information Technology, Uppsala University},
  department	= {Division of Systems and Control},
  year		= {2006},
  number	= {2006-032},
  month		= jun,
  abstract	= {Several estimation methods have been proposed for
		  identifying errors-in-variables systems, where both input
		  and output measurements are corrupted by noise. One of the
		  promising approaches is the so called Frisch scheme. In its
		  standard form it is designed to handle white measurement
		  noise on the input and output sides. As the output noise
		  comprises both effects of measurement errors and of process
		  disturbances, it is much more realistic to allow correlated
		  output noise. It is described in the paper how the Frisch
		  scheme can be extended to such cases. }
}