• DocumentCode
    1434732
  • Title

    On the use of compensated total least squares in system identification

  • Author

    Vandersteen, Gerd

  • Volume
    43
  • Issue
    10
  • fYear
    1998
  • 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
    Additive noise; Automatic control; Control systems; Least squares approximation; Least squares methods; Polynomials; State-space methods; System identification; Generalized total least squares;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1998.720868
  • Filename
    720868
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1434732