Transfer function estimation from noisy
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Wei Xing Zheng
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Article
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1998
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John Wiley and Sons
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English
β 114 KB
Two new types of bias-eliminated least-squares (BELS) based algorithms are proposed for consistent identiΓΏcation of linear systems with noisy input and output measurements. It is shown that estimation of the noise variances can be implemented through one-dimension over-parametrization of the system