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The bias of the least squares estimator over interval constraints

✍ Scribed by Luis A. Escobar; Bradley Skarpness

Book ID: 116099888
Publisher: Elsevier Science
Year: 1986
Tongue: English
Weight: 213 KB
Volume: 20
Category: Article
ISSN: 0165-1765
DOI: 10.1016/0165-1765(86)90007-8

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It is common to need to estimate the frequency response of a system from observed input-output data. This paper uses integral constraints to characterise the undermodelling-induced errors involved in solving this problem via parametric least-squares methods. This is achieved by exploiting the Hilber