Title: A weighted total least squares estimator for multivariable systems with nearly maximum likelihood properties
Authors: Guillaume, P ×
Pintelon, R
Schoukens, Joannes #
Issue Date: Aug-1998
Publisher: Ieee-inst electrical electronics engineers inc
Series Title: IEEE Transactions on Instrumentation and Measurement vol:47 issue:4 pages:818-822
Abstract: The aim of the present paper is to develop a parametric estimator for linear time-invariant multivariable systems with nearly maximum likelihood properties. The estimator is based on the total least squares (TLS) method. It can be seen as an "optimally" weighted iterative generalized TLS (GTLS) estimator, combining the nice asymptotic properties of the maximum likelihood (ML) method with the global minimization property of the GTLS estimator.
ISSN: 0018-9456
Publication status: published
KU Leuven publication type: IT
Appears in Collections:ESAT - STADIUS, Stadius Centre for Dynamical Systems, Signal Processing and Data Analytics
× corresponding author
# (joint) last author

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