Unbiased parameter estimation of linear systems with colored noises

DOI10.1016/S0005-1098(96)00246-4zbMath0906.93059OpenAlexW1984473625MaRDI QIDQ1360493

Ying Zhang, Chun-Bo Feng

Publication date: 16 February 1999

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(96)00246-4

zbMATH Keywords

system identificationparameter estimationconsistent estimatescolored noisebiasesleast-squares estimates

Mathematics Subject Classification ID

System identification (93B30) Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)

Related Items (1)

Identification of dynamic errors-in-variables systems with quasi-stationary input and colored noise

Cites Work

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• Robust identification of stochastic linear systems with correlated noise
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• Unbiased identification of systems with nonparametric uncertainty

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