On the use of compensated total least squares in system identification

被引：1
|
作者：
Vandersteen, G [1 ]
机构：
[1] Free Univ Brussels, TW ELEC, B-1050 Brussels, Belgium
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1998年 / 43卷 / 10期
关键词：
generalized total least squares;
D O I：
10.1109/TAC.1998.720868
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
A bias-compensated total least squares estimator is proposed for models which are linear-in-the-parameters and nonlinear in the perturbed input and output signals. The estimates are obtained using a noniterative and numerically stable method. Strong consistency of both the generalized total least squares and the compensated total least squares estimates are proven. The theoretical properties are verified through simulations.
引用
收藏
页码：1436 / 1441
页数：6
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