Consistent parameter estimation of systems disturbed by correlated noise

DOI10.1049/IP-CTA:19970948MaRDI QIDQ4340365zbMATH OpenOpenAlexFDO

Authors Ying Zhang, Tek Tjing Lie, Cheong Boon Soh

Publication date 3 December 1997

Published in IET Control Theory \& Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1049/ip-cta:19970948

zbMATH Keywords

bias-compensating least-squares methodcorrelated noiseidentificationlinear systemparameter estimationweighted instrumental variable

Mathematics Subject Classification ID

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

Recommendations

• Unbiased parameter estimation of linear systems with colored noises
• A new bias-compensating LS method for continuous system identification in the presence of coloured noise
• Unbiased parameter estimation of linear systems in the presence of input and output noise

Cited in

(21)

• Bias reduction in parameter estimation
• Unbiased parameter estimation of linear systems with colored noises
• Indirect closed-loop identification by optimal instrumental variable method
• State and parameter estimation of state-space model with entry-wise correlated uniform noise
• Simple ‘ in structure ’ estimation algorithm for space–dependent parameters in noisy distributed parameter systems
• scientific article; zbMATH DE number 4205628 (Why is no real title available?)
• Comparing some classes of bias-compensating least squares methods
• scientific article; zbMATH DE number 4081435 (Why is no real title available?)
• scientific article; zbMATH DE number 38955 (Why is no real title available?)
• A new bias-compensating LS method for continuous system identification in the presence of coloured noise
• On the use of compensated total least squares in system identification
• An instrumental variable approach to non-linear model-based adaptive control of engine speed
• scientific article; zbMATH DE number 2161749 (Why is no real title available?)
• Bias compensation-based parameter estimation for output error moving average systems
• Bias compensation principle based recursive least squares identification method for Hammerstein nonlinear systems
• Bias-compensating least squares method for identification of continuous-time systems from sampled data
• Comparisons of bias compensation methods and other identification approaches for Box-Jenkins models
• Least-squares identification of a class of multivariable systems with correlated disturbances
• Improved parameter estimation by noise compensation in the time-scale domain
• Signal Estimation with Random Parameter Matrices and Time-correlated Measurement Noises
• A noise estimation method for corrupted correlated data

This page was built for publication: Consistent parameter estimation of systems disturbed by correlated noise

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4340365)