Study of a bias-free least squares parameter estimator

DOI10.1049/IP-CTA:19951601MaRDI QIDQ4764449zbMATH OpenOpenAlexFDO

Authors Petre Stoica, Virginija Šimonytė, Torsten Söderström

Publication date 4 May 1995

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

Full work available at URL https://semanticscholar.org/paper/d4766c55d98e1285aaf14c10a8e6c1585491d7ac

zbMATH Keywords

parameter estimationleast squaressystem identificationweighted instrumental variable estimators

Mathematics Subject Classification ID

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

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Cited in

(7)

• Indirect closed-loop identification by optimal instrumental variable method
• On the relation between a bias-eliminated least-squares (BELS) and an IV estimator in closed-loop identification
• Least-squares identification of a class of multivariable systems with correlated disturbances
• Errors-in-variables methods in system identification
• An instrumental variable approach to non-linear model-based adaptive control of engine speed
• Comments on ‘identification of closed-loop systems via least-squares method’
• Bias reduction in parameter estimation

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