A Unified Framework for Bias Compensation Based Methods in Correlated Noise Case

A Unified Framework for Bias Compensation Based Methods in Correlated Noise Case
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DOI:
10.1109/tac.2010.2093250
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发表时间:
2011-03
影响因子:
6.8
通讯作者:
L. Jia;R. Tao;S. Kanae;Zi‐Jiang Yang;K. Wada
L. Jia;R. Tao;S. Kanae;Zi‐Jiang Yang;K. Wada
中科院分区:
计算机科学2区
文献类型:
--
作者:
L. Jia;R. Tao;S. Kanae;Zi‐Jiang Yang;K. Wada

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该技术说明介绍了偏置补偿原理(BCP)的统一框架,用于识别受相关噪声的线性系统的识别。通过引入一个非单个矩阵和与噪声不相关的辅助矢量,建立了统一的框架。由于引入矩阵和向量的选择有很大的可能性,因此提出的统一框架非常灵活。可以验证的是,现有的基于BCP的方法是所达到的结果的特殊情况。它还表明,统一框架可用于派生BCP类型方法的新版本或简化版本。
This technical note presents a unified framework for bias compensation principle (BCP)-based methods applied for identification of linear systems subject to correlated noise. By introducing a non-singular matrix and an auxiliary vector uncorrelated with the noise, the unified framework is established. Since there are rich possibilities of the choices of the introduced matrix and vector, the proposed unified framework is very flexible. It can be verified that the existing BCP-based methods are special cases of the achieved result. It also shows that the unified framework can be used for deriving new or simplified versions of the BCP type methods.