Comments on on a least-squares-based algorithm for identification of stochastic linear systems

Torsten Söderström; Wei Xing Zheng; Petre Stoica

doi:10.1109/78.757229

Comments on on a least-squares-based algorithm for identification of stochastic linear systems

Torsten Söderström
, Wei Xing Zheng
, Petre Stoica

School of Computer, Data & Mathematical Sciences

Research output: Contribution to journal › Article › peer-review

26 Citations (Scopus)

Abstract

The bias-eliminated least squares estimator proposed in the paper by Zheng is shown to be identical to a simple instrumental variable estimator using delayed input values as instruments.

Original language	English
Pages (from-to)	1395-1396
Number of pages	2
Journal	IEEE Transactions on Signal Processing
Volume	47
Issue number	5
DOIs	https://doi.org/10.1109/78.757229
Publication status	Published - 1999

Keywords

Bias
Error analysis
Identification
Least squares methods
Parameter estimation

Access to Document

10.1109/78.757229

Cite this

@article{721d835d2d7b486aa591d8cb56abea04,

title = "Comments on on a least-squares-based algorithm for identification of stochastic linear systems",

abstract = "The bias-eliminated least squares estimator proposed in the paper by Zheng is shown to be identical to a simple instrumental variable estimator using delayed input values as instruments.",

keywords = "Bias, Error analysis, Identification, Least squares methods, Parameter estimation",

author = "Torsten S{\"o}derstr{\"o}m and Zheng, \{Wei Xing\} and Petre Stoica",

year = "1999",

doi = "10.1109/78.757229",

language = "English",

volume = "47",

pages = "1395--1396",

journal = "IEEE Transactions on Signal Processing",

issn = "1053-587X",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

number = "5",

}

TY - JOUR

T1 - Comments on on a least-squares-based algorithm for identification of stochastic linear systems

AU - Söderström, Torsten

AU - Zheng, Wei Xing

AU - Stoica, Petre

PY - 1999

Y1 - 1999

N2 - The bias-eliminated least squares estimator proposed in the paper by Zheng is shown to be identical to a simple instrumental variable estimator using delayed input values as instruments.

AB - The bias-eliminated least squares estimator proposed in the paper by Zheng is shown to be identical to a simple instrumental variable estimator using delayed input values as instruments.

KW - Bias

KW - Error analysis

KW - Identification

KW - Least squares methods

KW - Parameter estimation

UR - https://www.scopus.com/pages/publications/0032651790

U2 - 10.1109/78.757229

DO - 10.1109/78.757229

M3 - Article

AN - SCOPUS:0032651790

SN - 1053-587X

VL - 47

SP - 1395

EP - 1396

JO - IEEE Transactions on Signal Processing

JF - IEEE Transactions on Signal Processing

IS - 5

ER -

Comments on on a least-squares-based algorithm for identification of stochastic linear systems

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this