Consistent parameter estimation of systems disturbed by correlated noise

IEE Proceedings: Control Theory and Applications

Volumn 144, Issue 1, 1997, Pages 40-44

  Zhang, Y ^a   Lie, T T ^a   Soh, C B ^a  

^a NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

Author keywords

[No Author keywords available]

Indexed keywords

LEAST SQUARES APPROXIMATIONS; MATHEMATICAL MODELS; SIGNAL FILTERING AND PREDICTION; SPURIOUS SIGNAL NOISE;

BIAS COMPENSATING LEAST SQUARES (BCLS) METHOD;

PARAMETER ESTIMATION;

EID: 0030712506     PISSN: 13502379     EISSN: None     Source Type: Journal    
DOI: 10.1049/ip-cta:19970948     Document Type: Article

References (9)

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4. SÖDERSTRÖM, T., and STOICA, P.: 'Instrumental variable methods for system identification' (Springer-Verlag, 1983)
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6. ZHENG, W.-X., and FENG, C.B.: 'Identification of a class of dynamics errors-in-variables models', Int. J. Adapt. Contr. Sign. Proc., 1992, 6, pp. 431140
7. FENG, C.B., and ZHANG, Y.: 'Unbiased identification of systems with nonparametric uncertainties', IEEE Trans., 1995, AC5, pp. 933-936
8. STOICA, P., SÖDERSTRÖM, T., and SIMONYTE, V.: 'Study of a bias-free least squares parameter estimators', IEE Proc. D, 1995, 142, pp. 1-6
9. STOICA, P., and SÖDERSTRÖM, T.: 'Bias correction in least squares identification', Inl J. Control, 1982, 35, pp. 449-457