On bias compensated least squares method for noisy input-output system identification

Proceedings of the IEEE Conference on Decision and Control

Volumn 4, Issue , 2001, Pages 3332-3337

  Jia, Li Juan ^a   Ikenoue, Masato ^a   Jin, Chun Zhi ^a   Wada, Kiyoshi ^a  

^a KYUSHU UNIVERSITY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; CORRELATION METHODS; LEAST SQUARES APPROXIMATIONS; WHITE NOISE;

BIAS COMPENSATED LEAST SQUARES METHOD; FORWARD OUTPUT PREDICTION;

PARAMETER ESTIMATION;

EID: 0035711651     PISSN: 01912216     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (8)

1. Identification of stochastic linear system in presence of input noise
2. Estimation of a system pulse transfer function in the presence of input noise
3. On-line modified least-squares parameter estimation on linear discrete dynamic systems
4. Estimation of pulse transfer function via bias-compensated least-squares method in the presence of input and output noise
5. Identification of pulse transfer function in the presence of input and output noise
6. Unbiased estimation of linear systems in the presence of input and output noise
7. Transfer function estimation from noisy input and output data
8. On least-squares identification of stochastic linear system with noisy input-output data