Analyses, Development, and Applications of TLS Algorithms in Frequency Domain System Identification

@inproceedings{Pintelon1997AnalysesDA,
  title={Analyses, Development, and Applications of TLS Algorithms in Frequency Domain System Identification},
  author={Rik Pintelon and Patrick Guillaume and Gerd Vandersteen and Yves Rolain},
  year={1997}
}
This paper gives an overview of frequency domain total least squares (TLS) estimators for rational transfer function models of linear time-invariant multivariable systems. The statistical performance of the different approaches are analyzed through their equivalent cost functions. Both generalized and bootstrapped total least squares (GTLS and BTLS) methods require the exact knowledge of the noise covariance matrix. The paper also studies the asymptotic (the number of data points going to… CONTINUE READING

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