화학공학소재연구정보센터
Automatica, Vol.43, No.9, 1590-1596, 2007
Accuracy analysis of bias-eliminating least squares estimates for errors-in-variables systems
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. (C) 2007 Elsevier Ltd. All rights reserved.