On the relationship between BELS and IV methods

Proceedings of the IEEE Conference on Decision and Control

Volumn 3, Issue , 2002, Pages 3440-3445

  Jia, Li Juan ^a   Hanada, Takeshi ^a   Jin, Chun Zhi ^a   Yang, Zi Jiang ^a   Wada, Kiyoshi ^a  

^a KYUSHU UNIVERSITY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; DISCRETE TIME CONTROL SYSTEMS; LEAST SQUARES APPROXIMATIONS; MATRIX ALGEBRA; TRANSFER FUNCTIONS;

COLORED NOISE; DISCRETE TIME TRANSFER FUNCTIONS; INSTRUMENTAL VARIABLE METHOD; MATRIX PARTITION TECHNIQUE;

PARAMETER ESTIMATION;

EID: 0036992822     PISSN: 01912216     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (10)

1. T. Söderström and P. Stoica: System Identification., Hemel Hempstead, U.K.: Prentice-Hall, 1989
2. C. B. Feng and W. X. Zheng: Robust identification of stochastic linear systems with correlated output noise, IEE Proceedings-D, Vol.138,No.5,484-492, 1991.
3. P. Stoica, T. Söderström and V. Simonyte: Study of a bias-free least squares parameter estimator, IEE Proc.-Control Theory Appl., Vol.142, No.1, 1-6, 1995
4. Y. Zhang, T. T. Lie and C. B. Soh: Consistent parameter estimation of systems disturbed by correlated noise, IEE Proc.-Control Theory Appl., Vol.144, No.1, 40-44, 1997.
5. W. X. Zheng: On a least-squares-based algorithm for identification of stochastc linear systems, IEEE Trans. Signal Processing, Vol.46, No.6, 1631-1638. 1998.
6. T. Söderström, W. X. Zheng and P. Stoica: Comments on "On a least-squares-based algorithm for identification of stochastc linear systems", IEEE Trans. Signal Processing, Vol.47, No.5 1395-1396, 1999
7. W. X. Zheng: On parameter estimation of transfer function models, Proc. 38th IEEE CDC, 2412-2413, 1999
8. K. Wada, L. J. Jia, T. Hanada and J. Imai: On BELS parameter estimation method of transfer functions, Tans.IEE of Japan, Vol.121-C, No.4, 795-799, 2001
9. L. J. Jia, C. Z. Jin and K. Wada: Bias-eliminated least-squares estimator for correlated noise case, Proc. of the 32nd ISCIE, 63-67, 2000
10. W. X. Zheng: Parameter Estimation of Stochastic Linear Systems Subject to Colored Noise, Proc. 40th IEEE CDC, 2526-2531, 2001.