@TechReport{ it:2005-024, author = {Torsten S{\"o}derstr{\"o}m and Erik K. Larsson and Kaushik Mahata and Magnus Mossberg}, title = {Approaches for Continuous-Time Modeling in Errors-in-Variables Identification}, institution = {Department of Information Technology, Uppsala University}, department = {Division of Systems and Control}, year = {2005}, number = {2005-024}, month = sep, abstract = {Continuous-time identification is applied to an errors-in-variables setting. A continuous-time model is fitted to data consisting of discrete-time noise corrupted input and output measurements. The noise-free input is modelled as a continuous-time ARMA process. It is described how the Cram{\'e}r-Rao lower bound for the estimation problem can be computed. Several parameter estimation approaches for the problem are presented, and also illustrated in a short numerical study. } }