A factored form of the instrumental variable algorithm

International Journal of Adaptive Control and Signal Processing

Volumn 7, Issue 4, 1993, Pages 261-273

  Niu, Shaohua ^a   Fisher, D G ^a   Xiao, Deyun ^a,b  

^a UNIVERSITY OF ALBERTA   (Canada)

^b TSINGHUA UNIVERSITY   (China)

Author keywords

Instrumental variable method; Parameter estimation; UD factorization; UDVT factorization AUDI

Indexed keywords

ALGORITHMS; COMBINATORIAL MATHEMATICS; LEAST SQUARES APPROXIMATIONS; MATHEMATICAL MODELS; MATRIX ALGEBRA; RECURSIVE FUNCTIONS; SIGNAL FILTERING AND PREDICTION;

AUDI; COLOURED NOISE; INSTRUMENTAL VARIABLE ALGORITHM;

PARAMETER ESTIMATION;

EID: 0027629005     PISSN: 08906327     EISSN: 10991115     Source Type: Journal    
DOI: 10.1002/acs.4480070404     Document Type: Article

References (23)

1. Identification of linear discrete time systems using the instrumental variable approach
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4. An augmented UD identification algorithm
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6. A recursive algorithm for simultaneous identification of model order and parameters
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8. A unified treatment of fast algorithms for identification
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10. Comparison of some instrumental variable methods — consistency and accuracy aspects
11. An instrumental variable method for model order identification