DocumentCode
295029
Title
On the use of compensated total least squares in system identification
Author
Vandersteen, Gerd
Author_Institution
Vrije Univ., Brussels, Belgium
Volume
2
fYear
1995
fDate
13-15 Dec 1995
Firstpage
1801
Abstract
A bias compensated total least squares estimator is proposed for models linear-in-the-parameters and nonlinear in the perturbed input and output signals. The estimates are obtained using a non-iterative and numerically stable method, strong consistency of both generalized and compensated total least squares estimates are proven. Theoretical properties are confirmed by simulation
Keywords
compensation; least squares approximations; matrix algebra; nonlinear systems; parameter estimation; stochastic processes; compensated total least squares; least squares estimates; matrix algebra; nonlinear systems; parameter estimation; stochastic process; strong consistency; system identification; Additive noise; Covariance matrix; Ear; Least squares approximation; Least squares methods; Maximum likelihood estimation; OWL; Polynomials; Stochastic processes; System identification;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1995., Proceedings of the 34th IEEE Conference on
Conference_Location
New Orleans, LA
ISSN
0191-2216
Print_ISBN
0-7803-2685-7
Type
conf
DOI
10.1109/CDC.1995.480403
Filename
480403
Link To Document