On the relationship between BELS and IV methods

Li Juan Jia*, Takeshi Hanada, Chun Zhi Jin, Zi Jiang Yang, Kiyoshi Wada

*Corresponding author for this work

Research output: Contribution to journalConference articlepeer-review

4 Citations (Scopus)

Abstract

The bias eliminated least squares (BELS) method is one of consistent estimation methods for unknown parameters of transfer function in the presence of colored noise. In this paper, the BELS method is derived in a more general setting by introducing an auxiliary vector and a nonsingular matrix. With the help of matrix-partition technique and matrix analysis, the equivalence of BELS method and IV method under certain conditions is verified through theoretical analysis and simulation studies.

Original languageEnglish
Pages (from-to)3440-3445
Number of pages6
JournalProceedings of the IEEE Conference on Decision and Control
Volume3
Publication statusPublished - 2002
Externally publishedYes
Event41st IEEE Conference on Decision and Control - Las Vegas, NV, United States
Duration: 10 Dec 200213 Dec 2002

Fingerprint

Dive into the research topics of 'On the relationship between BELS and IV methods'. Together they form a unique fingerprint.

Cite this