A unified framework for bias compensation based methods in correlated noise case

IEEE Transactions on Automatic Control

Volumn 56, Issue 3, 2011, Pages 625-629

  Jia, Li Juan ^a   Tao, Ran ^a   Kanae, Shunshoku ^b   Yang, Zi Jiang ^c   Wada, Kiyoshi ^d  

^a BEIJING INSTITUTE OF TECHNOLOGY   (China)

^b FUKUI UNIVERSITY OF TECHNOLOGY   (Japan)

^c IBARAKI UNIVERSITY   (Japan)

^d KYUSHU UNIVERSITY   (Japan)

Author keywords

Bias eliminated least squares method; correlated noise; system identification; weighted instrumental variable method

Indexed keywords

BIAS COMPENSATION; CORRELATED NOISE; LEAST SQUARES METHODS; MATRIX; SINGULAR MATRIX; SYSTEM IDENTIFICATION; TECHNICAL NOTES; TYPE METHODS; UNIFIED FRAMEWORK; WEIGHTED INSTRUMENTAL VARIABLES;

LINEAR SYSTEMS; WHITE NOISE;

LEAST SQUARES APPROXIMATIONS;

EID: 79952606851     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2010.2093250     Document Type: Article

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