Instrumental variable methods for system identification

Circuits, Systems, and Signal Processing

Volumn 21, Issue 1, 2002, Pages 1-9

  Söderström, Torsten ^a   Stoica, Petre ^a  

^a UPPSALA UNIVERSITY   (Sweden)

Author keywords

Asymptotic distribution; Consistency analysis; Least squares estimation; Recursive algorithm

Indexed keywords

ALGORITHMS; MATHEMATICAL MODELS; NORMAL DISTRIBUTION; NUMERICAL ANALYSIS; VECTORS;

ASYMPTOTIC DISTRIBUTION; CONSISTENCY ANALYSIS; INSTRUMENTAL VARIABLE METHODS; LEAST SQUARES ESTIMATION; RECURSIVE ALGORITHM;

PARAMETER ESTIMATION;

EID: 0036236260     PISSN: 0278081X     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF01211647     Document Type: Article

References (11)

1. Confluence analysis by means of lag moments and other methods of confluence analysis
2. Instrumental variable methods for ARMA models
3. Optimal instrumental variable estimation and approximate implementation
4. Optimal instrumental variable estimates of the AR parameters of an ARMA process
5. Identification of linear discrete time systems using the instrumental variable approach
6. An instrumental variable method for real-time identification of a noisy process