Variance properties of a two-step ARX estimation procedure

European Journal of Control

Volumn 9, Issue 4, 2003, Pages 422-430

  Tjärnström, Fredrik ^a   Ljung, Lennart ^a  

^a LINKÖPING UNIVERSITY   (Sweden)

Author keywords

Identification; Model reduction; Variance

Indexed keywords

IDENTIFICATION (CONTROL SYSTEMS); LEAST SQUARES APPROXIMATIONS; MATHEMATICAL MODELS; MONTE CARLO METHODS;

ARX ESTIMATION SCHEME; LINEAR LEAST SQUARES;

PARAMETER ESTIMATION;

EID: 33750401135     PISSN: 09473580     EISSN: None     Source Type: Journal    
DOI: 10.3166/ejc.9.422-430     Document Type: Article

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