Abstract
In the previous chapter we have studied the least-squares (LS) method From the two case studies and the analysis we have learnt that the LS estimates of the parameters of a transfer operator or difference equation model are biased (not consistent); and the model fit in the frequency domain is not always good, for the high frequencies are over-emphasized. In the last two decades, much research has been done to modify and to extend the LS method in order to arrive at a consistent estimator. In this chapter, we will discuss various ways of modifying the LS method.
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© 1993 Springer-Verlag London Limited
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Zhu, Y., Backx, T. (1993). Extensions of the Least-Squares Method. In: Identification of Multivariable Industrial Processes. Advances in Industrial Control. Springer, London. https://doi.org/10.1007/978-1-4471-2058-2_5
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DOI: https://doi.org/10.1007/978-1-4471-2058-2_5
Publisher Name: Springer, London
Print ISBN: 978-1-4471-2060-5
Online ISBN: 978-1-4471-2058-2
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