Abstract
The bias-eliminated least-squares (BELS) methods have been recently proposed as the indirect approach to perform unbiased parameter estimation of closed-loop systems subject to colored noise. This paper introduces a direct approach version of the BELS algorithm for identification of dynamic systems with an ARMAX model structure operating under linear feedback. Built upon linear regression and with no need to estimate parameters of the noise model, the developed algorithm is very attractive computationally while being able to yield open-loop plant parameter estimates with good accuracy. The performance of the developed BELS algorithm is corroborated with simulation results.
| Original language | English |
|---|---|
| Pages (from-to) | 1139-1140 |
| Number of pages | 2 |
| Journal | Proceedings of the IEEE Conference on Decision and Control |
| Volume | 2 |
| Publication status | Published - 2000 |
| Event | 39th IEEE Confernce on Decision and Control - Sydney, NSW, Australia Duration: 12 Dec 2000 → 15 Dec 2000 |