@TechReport{	  it:2006-046,
  author	= {Mei Hong and Torsten S{\"o}derstr{\"o}m and Wei Xing Zheng},
  title		= {Asymptotic Accuracy Analysis of Bias-Eliminating Least
		  Squares Estimates for Identification of Errors in Variables
		  Systems},
  institution	= {Department of Information Technology, Uppsala University},
  department	= {Division of Systems and Control},
  year		= {2006},
  number	= {2006-046},
  month		= oct,
  abstract	= {The bias-eliminating least squares (BELS) method is one of
		  the consistent estimators for identifying dynamic
		  errors-in-variables systems. The attraction of the BELS
		  method lies in its good accuracy and its modest
		  computational cost. In this report, we investigate the
		  asymptotic accuracy properties of the BELS estimates. It is
		  shown that the estimated system parameters and the
		  estimated noise variances are asymptotically Gaussian
		  distributed. An explicit expression for the normalized
		  covariance matrix of the estimated parameters is derived
		  and supported by some numerical examples.}
}