A generalised instrumental variable estimator for multivariable errors-in-variables identification problems

International Journal of Control

Volumn 85, Issue 3, 2012, Pages 287-303

  Söderström, Torsten ^a  

^a UPPSALA UNIVERSITY   (Sweden)

Author keywords

covariance functions; covariance matrix; errors in variables models; linear systems; system identification

Indexed keywords

ASYMPTOTIC DISTRIBUTIONS; BIAS-ELIMINATING LEAST SQUARES; COMPUTATIONAL ASPECTS; COVARIANCE FUNCTION; ERRORS IN VARIABLES; ESTIMATION METHODS; IDENTIFICATION PROBLEM; INSTRUMENTAL VARIABLES; LEAST SQUARES METHODS; MULTI VARIABLES; MULTI-INPUT MULTI-OUTPUT SYSTEMS; NON-TRIVIAL; PARAMETER ESTIMATE; SINGLE INPUT SINGLE OUTPUT SYSTEMS; SYSTEM IDENTIFICATIONS;

COVARIANCE MATRIX; ERRORS; IDENTIFICATION (CONTROL SYSTEMS); LINEAR SYSTEMS; MIMO SYSTEMS; PARAMETER ESTIMATION;

LEAST SQUARES APPROXIMATIONS;

EID: 84856869944     PISSN: 00207179     EISSN: 13665820     Source Type: Journal    
DOI: 10.1080/00207179.2011.647086     Document Type: Article

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