A METHOD FOR BIAS REDUCTION IN TIME DOMAIN LEAST SQUARES PARAMETER ESTIMATION

This paper examines the issue of bias that arises when applying least squares identification to continuous-time models of resonant systems. We propose a simple method to reduce the impact of this bias by pre-processing the data. This new method requires no knowledge of the noise colouring. An example is presented that shows the superior performance of the proposed method over that of a traditional method.

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