A Simplified Form of the Bias-Eliminating Least Squares Method for Errors-in-Variables Identification

This note considers the bias-eliminating least squares (BELS) method for identifying the errors-in-variables systems with white input noise and colored output noise. A simplified form of the BELS algorithm is proposed that is proved to be equivalent to the existing one. Some expositions of this simp...

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Veröffentlicht in:	IEEE transactions on automatic control 2007-09, Vol.52 (9), p.1754-1756
Hauptverfasser:	Mei Hong, Soderstrom, T., Wei Xing Zheng
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Applied sciences Australia Automatic control Bias-eliminating least squares Colored noise Computation Computer science control theory systems Control systems Control theory. Systems Councils Equations Equivalence errors-in-variables Estimates Exact sciences and technology Information technology Informationsteknik instrumental variable Instruments Least squares method Least squares methods Mathematical analysis Modelling and identification Noise Noise measurement Polynomials Reglerteknik system identification Systems engineering Systemteknik TECHNOLOGY TEKNIKVETENSKAP White noise
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Zusammenfassung:	This note considers the bias-eliminating least squares (BELS) method for identifying the errors-in-variables systems with white input noise and colored output noise. A simplified form of the BELS algorithm is proposed that is proved to be equivalent to the existing one. Some expositions of this simplified BELS expression are also given. The new relation is a form of linear IV equations which will not only reduce the computational load but also simplify the analysis of the properties of the BELS estimates.
ISSN:	0018-9286 1558-2523 1558-2523
DOI:	10.1109/TAC.2007.904322