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
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Soderstrom, T.
Wei Xing Zheng
description 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.
doi_str_mv 10.1109/TAC.2007.904322
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subjects 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
title A Simplified Form of the Bias-Eliminating Least Squares Method for Errors-in-Variables Identification
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