Optimal IV identification and estimation of continuous-time TF models

IFAC Proceedings Volumes (IFAC-PapersOnline)

Volumn 15, Issue 1, 2002, Pages 109-114

  Young, Peter C ^a,b  

^a LANCASTER UNIVERSITY   (United Kingdom)

^b AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

Author keywords

Comparative study; Continuous time; Maximum likelihood; Optimal estimation; Optimal instrumental variables; Transfer function

Indexed keywords

AUTOMATION; ITERATIVE METHODS; MAXIMUM LIKELIHOOD; MAXIMUM LIKELIHOOD ESTIMATION; TRANSFER FUNCTIONS;

COMPARATIVE STUDIES; CONTINUOUS-TIME; INSTRUMENTAL VARIABLES; ITERATIVE SOLUTIONS; OPTIMAL ESTIMATIONS; REFINED INSTRUMENTAL VARIABLES; SIMULATION EXAMPLE;

CONTINUOUS TIME SYSTEMS;

EID: 84945544543     PISSN: 14746670     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.3182/20020721-6-es-1901.01004     Document Type: Conference Paper

References (12)

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10. Young, P. C. (1989) Recursive estimation, forecasting and adaptive control, chapter in C.T. Leondes (ed.) Control and Dynamic Systems: Advances in Theory and Applications, 30, Academic Press: San Diego, 119-166.
11. Young, P. C. (2002) Comments on "On the estimation of continuous-time transfer functions" by L. Wang and P. Gawthrop, Int. Jnl. of Control. In press.
12. Young, P. C. and A. J. Jakeman (1980) Refined instrumental variable methods of recursive time-series analysis: part III, extensions, Int. Jnl. of Control, 31, 741-764.