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Unbiased parameter estimation of linear systems with colored noises

โœ Scribed by Ying Zhang; Chun-Bo Feng

Book ID
108307405
Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
559 KB
Volume
33
Category
Article
ISSN
0005-1098

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Unbiased parameter estimation of linear
Unbiased parameter estimation of linear systems in the presence of input and output noise
โœ Wei-Xing Zheng And; Chun-Bo Feng ๐Ÿ“‚ Article ๐Ÿ“… 1989 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 884 KB

It is well known that in practical situations the observed input-output data of an identified plant are usually corrupted by measurement noise. In this case the ordinary least-squares estimator of the system parameters is biased. In order to obtain a consistent estimator, a new type of modified leas