On the relation between a bias-eliminated least-squares (BELS) and an IV estimator in closed-loop identification (Q5947630): Difference between revisions
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scientific article; zbMATH DE number 1661382
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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 |
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On the relation between a bias-eliminated least-squares (BELS) and an IV estimator in closed-loop identification (English)
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10 April 2002
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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.
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system identification
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closed-loop identification
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prediction error methods
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instrumental variables
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bias-eliminated least-squares
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