Comments on “On a least-squares-based algorithm foridentification of stochastic linear systems”

  • Authors:

  • T. Soderstrom;Wei Zheng;P. Stoica

  • Affiliations:

  • Syst. & Control Group, Uppsala Univ.;-;-

  • Venue:
  • IEEE Transactions on Signal Processing
  • Year:
  • 1999

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Abstract

The bias-eliminated least squares estimator proposed in the paper by Zheng (see ibid., vol.46, p.1631-8, 1998) is shown to be identical to a simple instrumental variable estimator, using delayed input values as instruments