A Simplified Form of the Bias-Eliminating Least Squares Method for Errors-in-Variables Identification
From MaRDI portal
Publication:5282248
Recommendations
- Bias-eliminating least-squares identification of errors-in-variables models with mutually correlated noises
- A bias correction method for identification of linear dynamic errors-in-variables models
- An improved bias-compensation approach for errors-in-variables model identification
- Relations between bias-eliminating least squares, the Frisch scheme and extended compensated least squares methods for identifying errors-in-variables systems
- Convergence properties of bias-eliminating algorithms for errors-in-variables identification
- Bias and covariance of the least squares estimate in a structured errors-in-variables problem
- Accuracy analysis of bias-eliminating least squares estimates for errors-in-variables systems
- scientific article; zbMATH DE number 3951827
- How to Make Bias and Variance Errors Insensitive to System and Model Complexity in Identification
- The bias of the ordinary least squares estimator in simultaneous equation models
Cited in
(6)- Accuracy analysis of bias-eliminating least squares estimates for errors-in-variables systems
- 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?)
- Fault estimation based on sliding mode observer for Takagi-Sugeno fuzzy systems with digital communication constraints
- Relations between bias-eliminating least squares, the Frisch scheme and extended compensated least squares methods for identifying errors-in-variables systems
- A unified framework for EIV identification methods when the measurement noises are mutually correlated
This page was built for publication: A Simplified Form of the Bias-Eliminating Least Squares Method for Errors-in-Variables Identification
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5282248)