@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. }
}