IEEE Transactions on Automatic Control, Vol.43, No.10, 1436-1441, 1998
On the use of compensated total least squares in system identification
A bias-compensated total least squares estimator is proposed for models which are linear-in-the-parameters and nonlinear in the perturbed input and output signals. The estimates are obtained using a noniterative and numerically stable method. Strong consistency of both the generalized total least squares and the compensated total least squares estimates are proven. The theoretical properties are verified through simulations.
Keywords:BIAS