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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Revision as of 20:01, 3 June 2024

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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