ABSTRACT
I. INTRODUCTION It is common practice in the system identification literature to assume that measurements of the system output are noisy but the measurements of the input to the system are perfect. This assumption is not necessarily true in system and control applications where the input is not under the analyst’s (complete) control; rather, it can only be measured. Clearly, it may not always be possible to neglect the noise introduced by the sensor itself, or by the ambient environment.
