Technical Report 2019-010

The Frisch Scheme: Time and Frequency Domain Aspects

Umberto Soverini and Torsten Söderström

November 2019

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 more interesting approaches is the Frisch scheme. The method can be applied using either time or frequency domain representations. This paper investigates the general mathematical and geometrical aspects of the Frisch scheme, illustrating the analogies and the differences between the time and frequency domain formulations.

Available as PDF (194 kB, no cover)

Download BibTeX entry.