On the relation between a bias-eliminated least-squares (BELS) and an IV estimator in closed-loop identification (Q5947630): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/s0005-1098(01)00119-4 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2138724718 / rank | |||
Normal rank |
Latest revision as of 09:21, 30 July 2024
scientific article; zbMATH DE number 1661382
Language | Label | Description | Also known as |
---|---|---|---|
English | On the relation between a bias-eliminated least-squares (BELS) and an IV estimator in closed-loop identification |
scientific article; zbMATH DE number 1661382 |
Statements
On the relation between a bias-eliminated least-squares (BELS) and an IV estimator in closed-loop identification (English)
0 references
10 April 2002
0 references
The authors show that, whatever the controller order may be, the closed-loop bias-eliminated least-squares (BELS) method is equivalent to the so-called tailor-made instrumental variable method, where the predictor for the closed-loop system is used to generate the prediction error and the external reference signals are used as instrumental variables. This equivalence facilitates the understanding and analysis of the BELS method.
0 references
system identification
0 references
closed-loop identification
0 references
prediction error methods
0 references
instrumental variables
0 references
bias-eliminated least-squares
0 references