Billings, S.A.
(1979)
The Equivalence of Two Least Squares Algorithms.
Research Report.
ACSE Report 93
.
Department of Control Engineering, University of Sheffield, Mappin Street, Sheffield
Abstract
The instrumental variable estimator and the unbiased least squares algorithm developed by James, Souter and Dixon are shown to be asymptotically equivalent.
Metadata
Item Type:
Monograph
Authors/Creators:
Billings, S.A.
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The Department of Automatic Control and Systems Engineering research reports offer a forum for the research output of the academic staff and research students of the Department at the University of Sheffield. Papers are reviewed for quality and presentation by a departmental editor. However, the contents and opinions expressed remain the responsibility of the authors. Some papers in the series may have been subsequently published elsewhere and you are advised to cite the later published version in these instances.
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