@TechReport{	  it:2014-008,
  author	= {Torsten S{\"o}derstr{\"o}m and Roberto Diversi and Umberto
		  Soverini},
  title		= {A Generalized Instrumental Variable Framework for {EIV}
		  Identification Methods when the Measurement Noises are
		  Mutually Correlated},
  institution	= {Department of Information Technology, Uppsala University},
  department	= {Division of Systems and Control},
  year		= {2014},
  number	= {2014-008},
  month		= mar,
  abstract	= {In this paper, the previously introduced Generalized
		  Instrumental Variable Estimator (GIVE) is extended to the
		  case of errors-in-variables models where the additive input
		  and output noises are mutually correlated white processes.
		  It is shown how many estimators proposed in the literature
		  can be described as various special cases of a generalized
		  instrumental variable framework. It is also investigated
		  how to analyze the common situation where some of the
		  equations that define the estimator are to hold exactly,
		  and others to hold approximately in a least squares sense,
		  providing a detailed study of the accuracy analysis.}
}