By Topic

Unbiased identification of stochastic linear systems subject to coloured noise

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
$31 $31
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

1 Author(s)
Zheng, W.X. ; Sch. of Sci, Univ. of Western Sydney, NSW, Australia

Parameter estimation of transfer function models in the case of coloured process noise is studied. A new bias correction based method is proposed with a view to attaining estimation consistency irrespective of noise dynamics. A new vector of transfer function parameters is introduced, accompanied by a new data regression vector. The special structure of the new parameter vector enables calculation of the coloured-noise-induced bias, which can eventually result in unbiased parameter estimates via the bias correction scheme. It is demonstrated that the proposed method belongs to the family of the weighted instrumental variable methods while it also presents a simple yet efficient technique to compose a special type of instruments. The theoretical analysis is supported by numerical results

Published in:

Control Theory and Applications, IEE Proceedings -  (Volume:147 ,  Issue: 5 )