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Comments on "On a least-squares-based algorithm for identification of stochastic linear systems"
Uppsala University, Teknisk-naturvetenskapliga vetenskapsområdet, Mathematics and Computer Science, Department of Information Technology. Uppsala University, Teknisk-naturvetenskapliga vetenskapsområdet, Mathematics and Computer Science, Department of Information Technology, Automatic control. AUTOMATIC CONTROL.
Uppsala University, Teknisk-naturvetenskapliga vetenskapsområdet, Mathematics and Computer Science, Department of Information Technology. Uppsala University, Teknisk-naturvetenskapliga vetenskapsområdet, Mathematics and Computer Science, Department of Information Technology, Automatic control. AUTOMATIC CONTROL.
1999 (English)In: IEEE TRANSACTIONS ON SIGNAL PROCESSING, ISSN 1053-587X, Vol. 47, no 5, 1395-1396 p.Article in journal (Refereed) Published
Abstract [en]

The bias-eliminated least squares estimator proposed in the paper by Zheng is shown to be identical to a simple instrumental variable estimator, using delayed input values as instruments.

Place, publisher, year, edition, pages
1999. Vol. 47, no 5, 1395-1396 p.
Keyword [en]
bias; error analysis; identification; least squares methods; parameter estimation; CORRELATED NOISE
Identifiers
URN: urn:nbn:se:uu:diva-27348OAI: oai:DiVA.org:uu-27348DiVA: diva2:55243
Note
Addresses: Soderstrom T, Uppsala Univ, Syst & Control Grp, Uppsala, Sweden. Uppsala Univ, Syst & Control Grp, Uppsala, Sweden. Univ Western Sydney Nepean, Sch Sci, Nepean, ON, Canada.Available from: 2005-05-05 Created: 2005-05-05 Last updated: 2011-01-14

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Söderström, TStoica, P

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