ON UNBIASED PARAMETER ESTIMATION OF LINEAR SYSTEMS USING NOISY MEASUREMENTS

DOI10.1080/01969720302851zbMath1025.93036OpenAlexW1979886345MaRDI QIDQ4483975

Wei Xing Zheng

Publication date: 18 November 2003

Published in: Cybernetics and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01969720302851

zbMATH Keywords

bias correctionleast-squares methodsunbiased parameter estimation

Mathematics Subject Classification ID

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

Related Items (3)

Optimal filtering over linear observations with unknown parameters ⋮ Mean-square filtering for uncertain linear stochastic systems ⋮ Joint state and parameter estimation for uncertain stochastic nonlinear polynomial systems

Cites Work

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• Identification of stochastic linear systems in presence of input noise
• Stochastic analysis of gradient adaptive identification of nonlinear systems with memory for Gaussian data and noisy input and output measurements
• PARAMETRIC IDENTIFICATION OF LINEAR NOISY INPUT-OUTPUT SYSTEMS
• Identification of linear systems with input and output noise: the Koopmans-Levin method
• Transfer function estimation from noisy input and output data

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