Accuracy analysis of bias-eliminating least squares estimates for errors-in-variables systems

Mei Hong; Torsten Söderström; Wei Xing Zheng

doi:10.1016/j.automatica.2007.02.002

Accuracy analysis of bias-eliminating least squares estimates for errors-in-variables systems

Mei Hong, Torsten Söderström, Wei Xing Zheng

School of Computer, Data & Mathematical Sciences

Research output: Contribution to journal › Article

32 Citations (Scopus)

Abstract

The bias-eliminating least squares (BELS) method is one of the consistent estimators for identifying dynamic errors-in-variables systems. In this paper, we investigate the accuracy properties of the BELS estimates. An explicit expression for the normalized asymptotic covariance matrix of the estimated parameters is derived and supported by some numerical examples.

Original language	English
Pages (from-to)	1590-1596
Number of pages	7
Journal	Automatica
Volume	43
Issue number	9
DOIs	https://doi.org/10.1016/j.automatica.2007.02.002
Publication status	Published - Sept 2007

Keywords

accuracy
bias-eliminating least squares (BELS)
errors-in-variables
parameter identification
system identification

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10.1016/j.automatica.2007.02.002

Cite this

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title = "Accuracy analysis of bias-eliminating least squares estimates for errors-in-variables systems",

abstract = "The bias-eliminating least squares (BELS) method is one of the consistent estimators for identifying dynamic errors-in-variables systems. In this paper, we investigate the accuracy properties of the BELS estimates. An explicit expression for the normalized asymptotic covariance matrix of the estimated parameters is derived and supported by some numerical examples.",

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year = "2007",

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AB - The bias-eliminating least squares (BELS) method is one of the consistent estimators for identifying dynamic errors-in-variables systems. In this paper, we investigate the accuracy properties of the BELS estimates. An explicit expression for the normalized asymptotic covariance matrix of the estimated parameters is derived and supported by some numerical examples.

KW - accuracy

KW - bias-eliminating least squares (BELS)

KW - errors-in-variables

KW - parameter identification

KW - system identification

UR - http://handle.uws.edu.au:8081/1959.7/36537

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DO - 10.1016/j.automatica.2007.02.002

M3 - Article

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SP - 1590

EP - 1596

JO - Automatica

JF - Automatica

IS - 9

ER -

Accuracy analysis of bias-eliminating least squares estimates for errors-in-variables systems

Abstract

Keywords

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