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Abstract: In this communication we clarify the relationships between the Auto-Regressive models with eXogenous input (ARX) and the dynamic Errors-In-Variables (EIV) models. To this end, we start with the equivalent relationships that can be obtained for the corresponding static models: the Least Squares (LS) model and the Total Least Squares (TLS) model. We show that a TLS problem can be written in the formalism of a LS problem, with either a different objective function or with different constraints.... (Update)
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BibTeX entry: (Update)
@misc{ lemmerling-formal,
author = "Philippe Lemmerling and Ioannis Dologlou and et al.",
title = "On the formal equivalence between static and dynamic Least Squares and
Total Least Squares models.",
url = "citeseer.ist.psu.edu/lemmerling98formal.html" }
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