DocumentCode
391054
Title
On the relationship between BELS and IV methods
Author
Jia, Li-Juan ; Hanada, Takeshi ; Jin, Chun-Zhi ; Yang, Zi-Jiang ; Wada, Kiyoshi
Author_Institution
Dept. of Electr. & Electron. Syst. Eng., Kyushu Univ., Fukuoka, Japan
Volume
3
fYear
2002
fDate
10-13 Dec. 2002
Firstpage
3440
Abstract
The bias eliminated least squares (BELS) method is one of consistent estimation methods for unknown parameters of transfer function in the presence of colored noise. In this paper, the BELS method is derived in a more general setting by introducing an auxiliary vector and a nonsingular matrix. With the help of matrix-partition technique and matrix analysis, the equivalence of BELS method and IV method under certain conditions is verified through theoretical analysis and simulation studies.
Keywords
least squares approximations; matrix algebra; parameter estimation; transfer functions; IV method; auxiliary vector; bias eliminated least squares method; colored noise; matrix analysis; matrix-partition technique; nonsingular matrix; simulation; transfer function; Analytical models; Colored noise; Instruments; Least squares approximation; Parameter estimation; Polynomials; Process control; System identification; Systems engineering and theory; Transfer functions;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2002, Proceedings of the 41st IEEE Conference on
ISSN
0191-2216
Print_ISBN
0-7803-7516-5
Type
conf
DOI
10.1109/CDC.2002.1184407
Filename
1184407
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