Technical Report 2006-040

A Simplified Form of the Bias-Eliminating Least Squares Method for Errors-In-Variables Identification

Mei Hong, Torsten Söderström, and Wei Xing Zheng

August 2006

This report considers the bias-eliminating least squares (BELS) method for identifying the errors-in-variables systems with white input noise and colored output noise. A simplified form of the BELS algorithm is proposed which is proved to be equivalent to the existing one. The new relation is a form of linear IV equations which will not only reduce the computational load but also simplify the analysis of the properties of the BELS estimates.

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