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A least-squares based algorithm for transfer function identification

Research output: Chapter in Book / Conference PaperConference Paperpeer-review

3 Citations (Scopus)

Abstract

A new least-squares based method is proposed with a view to attaining the estimation consistency of transfer function models irrespective of noise dynamics. The special structure of an introduced vector of the transfer function parameters enables calculation of the coloured-noise-induced bias, which can eventually result in unbiased parameter estimates via bias correction. It is demonstrated that the proposed method belongs to the family of the weighted instrumental variables methods while it also presents a simple yet efficient technique to compose a special type of instrument. The theoretical analysis is supported by numerical results.

Original languageEnglish
Title of host publicationISSPA 1999 - Proceedings of the 5th International Symposium on Signal Processing and Its Applications
PublisherIEEE Computer Society
Pages183-186
Number of pages4
ISBN (Print)1864354518, 9781864354515
DOIs
Publication statusPublished - 1999
Event5th International Symposium on Signal Processing and Its Applications, ISSPA 1999 - Brisbane, QLD, Australia
Duration: 22 Aug 199925 Aug 1999

Publication series

NameISSPA 1999 - Proceedings of the 5th International Symposium on Signal Processing and Its Applications
Volume1

Conference

Conference5th International Symposium on Signal Processing and Its Applications, ISSPA 1999
Country/TerritoryAustralia
CityBrisbane, QLD
Period22/08/9925/08/99

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