Article ID Journal Published Year Pages File Type
697586 Automatica 2007 7 Pages PDF
Abstract

The bias-eliminating least squares (BELS) method is one of the consistent estimators for identifying dynamic errors-in-variables systems. In this paper, we investigate the accuracy properties of the BELS estimates. An explicit expression for the normalized asymptotic covariance matrix of the estimated parameters is derived and supported by some numerical examples.

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Related Topics
Physical Sciences and Engineering Engineering Control and Systems Engineering
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Accuracy analysis of bias-eliminating least squares estimates for errors-in-variables systems
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