Technical Report 2013-017

Analysing Model Validation Methods for Errors-in-Variables Estimation

T. Söderström and J. Yuz

September 2013

When identifying a dynamic system the model has to be validated as well. For an errors-in-variables situation where both input and output measurements are noise corrupted, this is a nontrivial task, seldom treated in the literature. Some different approaches for model validation are introduced and evaluated by theoretical analysis as well as application to simulated data.

Available as PDF (144 kB, no cover)

Download BibTeX entry.