Abstract
Bias-compensated least-squares method is a consistent estimation method for parameters of pulse transfer functions in the presence of input and output noise. The method is based on compensation of asymptotic bias on the least-squares estimates by making use of noise variances estimates. In this paper, a new type of noise variances estimation method is proposed to overcome drawbacks of previously proposed methods. The main feature of the proposed method is to introduce a generalized least-squares type estimator in order to estimate noise variances. Results of computer simulations are presented to verify the performance of the method.
