Bias reduction in parameter estimation

DOI10.1016/0005-1098(88)90059-3zbMath0658.93075OpenAlexW2037989916MaRDI QIDQ1112003

S. H. Smith

Publication date: 1988

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(88)90059-3

zbMATH Keywords

condition numberextended matrixbiasgeneralized least squaresinstrumental variablesspectral norm

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

Related Items (1)

A new method for estimating complex exponentials to fit signals using samples of the signal and its derivative (or integral)

Cites Work

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• Dynamic system identification. Experiment design and data analysis
• Numerical linear algebra aspects of control design computations
• The singular value decomposition: Its computation and some applications
• Algorithms for the regularization of ill-conditioned least squares problems
• A Practical Examination of Some Numerical Methods for Linear Discrete Ill-Posed Problems

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