Bias reduction in parameter estimation

DOI10.1016/0005-1098(88)90059-3zbMath0658.93075MaRDI QIDQ1112003

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

condition number; extended matrix; bias; generalized least squares; instrumental variables; spectral norm

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M15: Inference from stochastic processes and spectral analysis

93C55: Discrete-time control/observation systems

93E10: Estimation and detection in stochastic control theory

93C05: Linear systems in control theory

93E12: Identification in stochastic control theory

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