• DocumentCode
    1497694
  • Title

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

  • Author

    Soderstrom, Torsten ; Zheng, Wei Xing ; Stoica, Petre

  • Author_Institution
    Syst. & Control Group, Uppsala Univ., Sweden
  • Volume
    47
  • Issue
    5
  • fYear
    1999
  • fDate
    5/1/1999 12:00:00 AM
  • Firstpage
    1395
  • Lastpage
    1396
  • Abstract
    The bias-eliminated least squares estimator proposed in the paper by Zheng (see ibid., vol.46, p.1631-8, 1998) is shown to be identical to a simple instrumental variable estimator, using delayed input values as instruments.
  • Keywords
    delays; identification; least squares approximations; linear systems; stochastic systems; bias-eliminated least squares estimator; delayed input values; instrumental variable estimator; least-squares-based algorithm; stochastic linear systems identification; Councils; Covariance matrix; Delay estimation; Error analysis; Instruments; Least squares approximation; Least squares methods; Linear systems; Parameter estimation; Stochastic systems;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.757229
  • Filename
    757229
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1497694