On the relationship between BELS and IV methods
Lijuan Jia, Toshiya Hanada, Chun‐Zhi Jin, Zi-Jiang Yang, Kiyoshi Wada · 2003
The bias eliminated least squares (BELS) method is one of consistent estimation methods for unknown parameters of transfer function in the presence of colored noise. In this paper, the BELS method is derived in a more general setting by introducing an auxiliary vector and a nonsingular matrix. With the help of matrix-partition technique and matrix analysis, the equivalence of BELS method and IV method under certain conditions is verified through theoretical analysis and simulation studies.