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Consistent parameter estimation of systems disturbed by correlated noise - MaRDI portal

Consistent parameter estimation of systems disturbed by correlated noise (Q4340365)

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scientific article; zbMATH DE number 1019246
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English
Consistent parameter estimation of systems disturbed by correlated noise
scientific article; zbMATH DE number 1019246

    Statements

    Consistent parameter estimation of systems disturbed by correlated noise (English)
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    3 December 1997
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    bias-compensating least-squares method
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    parameter estimation
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    weighted instrumental variable
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    identification
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    linear system
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    correlated noise
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