On the relation between a bias-eliminated least-squares (BELS) and an IV estimator in closed-loop identification (Q5947630)

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.