Convergence properties of bias-eliminating algorithms for errors-in-variables identification
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Cited in
(16)- Relations between bias-eliminating least squares, the Frisch scheme and extended compensated least squares methods for identifying errors-in-variables systems
- Identification of errors-in-variables systems with general nonlinear output observations and with ARMA observation noises
- Frequency domain identification of FIR models in the presence of additive input-output noise
- A unified framework for EIV identification methods when the measurement noises are mutually correlated
- Identification of errors-in-variables systems with ARMA observation noises
- Identification of continuous-time errors-in-variables models
- Accuracy analysis of bias-eliminating least squares estimates for errors-in-variables systems
- Bias-compensation-based least-squares estimation with a forgetting factor for output error models with white noise
- Bias-eliminating least-squares identification of errors-in-variables models with mutually correlated noises
- scientific article; zbMATH DE number 7028233 (Why is no real title available?)
- Algorithms for recursive/semi-recursive bias-compensating least squares system identification within the errors-in-variables framework
- Bias compensation-based parameter estimation for output error moving average systems
- A Simplified Form of the Bias-Eliminating Least Squares Method for Errors-in-Variables Identification
- Errors-in-variables methods in system identification
- Filtering-based bias-compensation recursive estimation algorithm for an output error model with colored noise
- Frequency domain maximum likelihood estimation of linear dynamic errors-in-variables models
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