Study of a bias-free least squares parameter estimator

DOI10.1049/ip-cta:19951601zbMath0816.93084OpenAlexW2079702803MaRDI QIDQ4764449

Petre Stoica, Virginija Šimonytė, Torsten Söderström

Publication date: 4 May 1995

Published in: IEE Proceedings - Control Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/d4766c55d98e1285aaf14c10a8e6c1585491d7ac

zbMATH Keywords

system identificationparameter estimationleast squaresweighted instrumental variable estimators

Mathematics Subject Classification ID

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

Related Items (6)

Indirect closed-loop identification by optimal instrumental variable method ⋮ An instrumental variable approach to non-linear model-based adaptive control of engine speed ⋮ Least-squares identification of a class of multivariable systems with correlated disturbances ⋮ On the relation between a bias-eliminated least-squares (BELS) and an IV estimator in closed-loop identification ⋮ Comments on ‘identification of closed-loop systems via least-squares method’ ⋮ Errors-in-variables methods in system identification

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