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 |
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creator | Mei Hong 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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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.</description><identifier>ISSN: 0018-9286</identifier><identifier>ISSN: 1558-2523</identifier><identifier>EISSN: 1558-2523</identifier><identifier>DOI: 10.1109/TAC.2007.904322</identifier><identifier>CODEN: IETAA9</identifier><language>eng</language><publisher>New York, NY: IEEE</publisher><subject>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</subject><ispartof>IEEE transactions on automatic control, 2007-09, Vol.52 (9), p.1754-1756</ispartof><rights>2007 INIST-CNRS</rights><rights>Copyright The Institute of Electrical and Electronics Engineers, Inc. (IEEE) 2007</rights><lds50>peer_reviewed</lds50><woscitedreferencessubscribed>false</woscitedreferencessubscribed><citedby>FETCH-LOGICAL-c417t-faf17d7666291628efab47b67faab0c00f6f10c809641e040a2ec3de225a9063</citedby><cites>FETCH-LOGICAL-c417t-faf17d7666291628efab47b67faab0c00f6f10c809641e040a2ec3de225a9063</cites></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><linktohtml>$$Uhttps://ieeexplore.ieee.org/document/4303229$$EHTML$$P50$$Gieee$$H</linktohtml><link.rule.ids>230,314,776,780,792,881,27903,27904,54736</link.rule.ids><linktorsrc>$$Uhttps://ieeexplore.ieee.org/document/4303229$$EView_record_in_IEEE$$FView_record_in_$$GIEEE</linktorsrc><backlink>$$Uhttp://pascal-francis.inist.fr/vibad/index.php?action=getRecordDetail&idt=19082250$$DView record in Pascal Francis$$Hfree_for_read</backlink><backlink>$$Uhttps://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-13170$$DView record from Swedish Publication Index$$Hfree_for_read</backlink></links><search><creatorcontrib>Mei Hong</creatorcontrib><creatorcontrib>Soderstrom, T.</creatorcontrib><creatorcontrib>Wei Xing Zheng</creatorcontrib><title>A Simplified Form of the Bias-Eliminating Least Squares Method for Errors-in-Variables Identification</title><title>IEEE transactions on automatic control</title><addtitle>TAC</addtitle><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.</description><subject>Algorithms</subject><subject>Applied sciences</subject><subject>Australia</subject><subject>Automatic control</subject><subject>Bias-eliminating least squares</subject><subject>Colored noise</subject><subject>Computation</subject><subject>Computer science; control theory; systems</subject><subject>Control systems</subject><subject>Control theory. Systems</subject><subject>Councils</subject><subject>Equations</subject><subject>Equivalence</subject><subject>errors-in-variables</subject><subject>Estimates</subject><subject>Exact sciences and technology</subject><subject>Information technology</subject><subject>Informationsteknik</subject><subject>instrumental variable</subject><subject>Instruments</subject><subject>Least squares method</subject><subject>Least squares methods</subject><subject>Mathematical analysis</subject><subject>Modelling and identification</subject><subject>Noise</subject><subject>Noise measurement</subject><subject>Polynomials</subject><subject>Reglerteknik</subject><subject>system identification</subject><subject>Systems engineering</subject><subject>Systemteknik</subject><subject>TECHNOLOGY</subject><subject>TEKNIKVETENSKAP</subject><subject>White noise</subject><issn>0018-9286</issn><issn>1558-2523</issn><issn>1558-2523</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2007</creationdate><recordtype>article</recordtype><sourceid>RIE</sourceid><recordid>eNp9kc1v1DAQxSMEEkvhzIGLhQQcULbjjzj2cdluodIiDl31ajnJuHWVxFs7EeK_r1episSB02g0v_c0M68o3lNYUwr6_LDZrhlAvdYgOGMvihWtKlWyivGXxQqAqlIzJV8Xb1K6z60Ugq4K3JBrPxx77zx25DLEgQRHpjsk37xN5a73gx_t5MdbskebJnL9MNuIifzE6S50xIVIdjGGmEo_ljc2etv0eXzV4Thl0zZrw_i2eOVsn_DdUz0rDpe7w_ZHuf_1_Wq72ZetoPVUOuto3dVSSqapZAqdbUTdyNpZ20AL4KSj0CrQUlAEAZZhyztkrLIaJD8rvi626Tce58Ycox9s_GOC9ebC32xMiLdmng3ltIZMf1noYwwPM6bJDD612Pd2xDAno5TmtZbAM_n5vyQXFYe8dgY__gPehzmO-WSjpFCKUq4ydL5AbQwpRXTPe1IwpyhNjtKcojRLlFnx6cnWptb2Ltqx9emvTIPKLzhd9GHhPCI-jwWHbKL5I-kmpfk</recordid><startdate>20070901</startdate><enddate>20070901</enddate><creator>Mei Hong</creator><creator>Soderstrom, T.</creator><creator>Wei Xing Zheng</creator><general>IEEE</general><general>Institute of Electrical and Electronics Engineers</general><general>The Institute of Electrical and Electronics Engineers, Inc. (IEEE)</general><scope>97E</scope><scope>RIA</scope><scope>RIE</scope><scope>IQODW</scope><scope>AAYXX</scope><scope>CITATION</scope><scope>7SC</scope><scope>7SP</scope><scope>7TB</scope><scope>8FD</scope><scope>FR3</scope><scope>JQ2</scope><scope>L7M</scope><scope>L~C</scope><scope>L~D</scope><scope>F28</scope><scope>ADTPV</scope><scope>AOWAS</scope><scope>DF2</scope></search><sort><creationdate>20070901</creationdate><title>A Simplified Form of the Bias-Eliminating Least Squares Method for Errors-in-Variables Identification</title><author>Mei Hong ; Soderstrom, T. ; Wei Xing Zheng</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c417t-faf17d7666291628efab47b67faab0c00f6f10c809641e040a2ec3de225a9063</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2007</creationdate><topic>Algorithms</topic><topic>Applied sciences</topic><topic>Australia</topic><topic>Automatic control</topic><topic>Bias-eliminating least squares</topic><topic>Colored noise</topic><topic>Computation</topic><topic>Computer science; control theory; systems</topic><topic>Control systems</topic><topic>Control theory. 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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.</abstract><cop>New York, NY</cop><pub>IEEE</pub><doi>10.1109/TAC.2007.904322</doi><tpages>3</tpages></addata></record> |
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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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