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
fDate :
5/1/1999 12:00:00 AM
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;
Journal_Title :
Signal Processing, IEEE Transactions on
