DocumentCode
1434326
Title
On the use of compensated total least squares in system identification
Author
Vandersteen, Gerd
Author_Institution
Vrije Univ., Brussels, Belgium
Volume
43
Issue
10
fYear
1998
fDate
10/1/1998 12:00:00 AM
Firstpage
1436
Lastpage
1441
Abstract
A bias-compensated total least squares estimator is proposed for models which are linear-in-the-parameters and nonlinear in the perturbed input and output signals. The estimates are obtained using a noniterative and numerically stable method. Strong consistency of both the generalized total least squares and the compensated total least squares estimates are proven. The theoretical properties are verified through simulations
Keywords
compensation; least squares approximations; parameter estimation; polynomials; compensated least squares estimator; generalized total least squares; identification; parameter estimation; polynomials; Additive noise; Automatic control; Control systems; Equations; Least squares approximation; Least squares methods; OWL; Polynomials; State-space methods; System identification;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/9.720503
Filename
720503
Link To Document