Relations between bias-eliminating least squares, the Frisch scheme and extended compensated least squares methods for identifying errors-in-variables systems

DOI10.1016/j.automatica.2008.07.007zbMath1154.93443MaRDI QIDQ1000829

Torsten Söderström, Mei Hong

Publication date: 10 February 2009

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2008.07.007

zbMATH Keywords

system identification; errors-in-variables; Frisch scheme; bias compensated least squares; bias-eliminating least squares

Mathematics Subject Classification ID

93E24: Least squares and related methods for stochastic control systems

93E12: Identification in stochastic control theory