Bias reduction in parameter estimation

DOI10.1016/0005-1098(88)90059-3MaRDI QIDQ1112003zbMATH OpenOpenAlexFDO

Authors S. H. Smith

Publication date 1988

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(88)90059-3

zbMATH Keywords

biasinstrumental variablesspectral normcondition numbergeneralized least squaresextended matrix

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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Cites work

• scientific article; zbMATH DE number 4093341 (Why is no real title available?)
• scientific article; zbMATH DE number 3473182 (Why is no real title available?)
• scientific article; zbMATH DE number 883145 (Why is no real title available?)
• scientific article; zbMATH DE number 3892457 (Why is no real title available?)
• A Practical Examination of Some Numerical Methods for Linear Discrete Ill-Posed Problems
• Algorithms for the regularization of ill-conditioned least squares problems
• Dynamic system identification. Experiment design and data analysis
• Numerical linear algebra aspects of control design computations
• The singular value decomposition: Its computation and some applications

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(8)

• Bias reduction in the two-stage method for degradation data analysis
• Bias reduction for the ratio of means
• scientific article; zbMATH DE number 1995697 (Why is no real title available?)
• Reducing bias without prejudicing sign
• Bias reduction for high quantiles
• A new method for estimating complex exponentials to fit signals using samples of the signal and its derivative (or integral)
• Bias and Variance Reduction in Estimation of Model Dimension
• Bias reduction for endpoint estimation

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