By Topic

Study of a bias-free least squares parameter estimator

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$33 $33
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

3 Author(s)
P. Stoica ; Syst. & Control Group, Uppsala Univ., Sweden ; T. Soderstrom ; V. Simonyte

The paper focuses on a novel bias-free least squares (BFLS) parameter estimation approach which has received attention in the system identification and control literature. First, the BFLS parameter estimator is derived in a more general setting than in the original works. Then the paper goes on to show that any BFLS parameter estimator can be exactly realised in the well studied class of weighted instrumental variable (WIV) estimators. The paper also includes a comparative performance study of the unweighted estimators in the BFLS and IV classes

Published in:

IEE Proceedings - Control Theory and Applications  (Volume:142 ,  Issue: 1 )