Consistent parameter estimation of systems disturbed by correlated noise
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Publication:4340365
DOI10.1049/ip-cta:19970948zbMath0876.93098OpenAlexW2146332610MaRDI QIDQ4340365
Tek Tjing Lie, Soh, Cheong Boon, Ying Zhang
Publication date: 3 December 1997
Published in: IEE Proceedings - Control Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1049/ip-cta:19970948
identificationlinear systemparameter estimationcorrelated noisebias-compensating least-squares methodweighted instrumental variable
Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)
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