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Methods Based on Bias-Compensation

  • Torsten Söderström
Chapter
Part of the Communications and Control Engineering book series (CCE)

Abstract

Some different classes of estimation methods based on bias-compensation are treated. The common theme is to start with the least squares method and modify it so as to avoid the non-consistency of the parameter estimates. One class of methods for doing so are the bias-eliminating methods. The Frisch scheme constitutes the technique for another class. Both these classes are shown to be special cases of the so-called generalized instrumental variable (GIVE) method. Many different special cases of GIVE are presented.

Copyright information

© Springer International Publishing AG, part of Springer Nature 2018

Authors and Affiliations

  1. 1.Division of Systems and Control, Department of Information TechnologyUppsala UniversityUppsalaSweden

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