Title :
On the relationship between BELS and IV methods
Author :
Jia, Li-Juan ; Hanada, Takeshi ; Jin, Chun-Zhi ; Yang, Zi-Jiang ; Wada, Kiyoshi
Author_Institution :
Dept. of Electr. & Electron. Syst. Eng., Kyushu Univ., Fukuoka, Japan
Abstract :
The bias eliminated least squares (BELS) method is one of consistent estimation methods for unknown parameters of transfer function in the presence of colored noise. In this paper, the BELS method is derived in a more general setting by introducing an auxiliary vector and a nonsingular matrix. With the help of matrix-partition technique and matrix analysis, the equivalence of BELS method and IV method under certain conditions is verified through theoretical analysis and simulation studies.
Keywords :
least squares approximations; matrix algebra; parameter estimation; transfer functions; IV method; auxiliary vector; bias eliminated least squares method; colored noise; matrix analysis; matrix-partition technique; nonsingular matrix; simulation; transfer function; Analytical models; Colored noise; Instruments; Least squares approximation; Parameter estimation; Polynomials; Process control; System identification; Systems engineering and theory; Transfer functions;
Conference_Titel :
Decision and Control, 2002, Proceedings of the 41st IEEE Conference on
Print_ISBN :
0-7803-7516-5
DOI :
10.1109/CDC.2002.1184407
