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

DOI10.1016/S0005-1098(01)00119-4zbMath0983.93011MaRDI QIDQ5947630

Van den Hof, Paul M. J., Marion Gilson

Publication date: 10 April 2002

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

system identification; closed-loop identification; bias-eliminated least-squares; instrumental variables; prediction error methods

Mathematics Subject Classification ID

93B30: System identification

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