Comments on "On a least-squares-based algorithm for identification of stochastic linear systems"

Authors
Soderstrom, T Zheng, WX Stoica, P
Citation
T. Soderstrom et al., Comments on "On a least-squares-based algorithm for identification of stochastic linear systems", IEEE SIGNAL, 47(5), 1999, pp. 1395-1396
Citations number
10
Categorie Soggetti
Eletrical & Eletronics Engineeing
Journal title
IEEE TRANSACTIONS ON SIGNAL PROCESSING
ISSN journal
1053587X → ACNP
Volume
47
Issue
5
Year of publication
1999
Pages
1395 - 1396
Database
ISI
SICI code
1053-587X(199905)47:5<1395:CO"ALA>2.0.ZU;2-I
Abstract
The bias-eliminated least squares estimator proposed in the paper by Zheng is shown to be identical to a simple instrumental variable estimator, using delayed input values as instruments.