An instrumental variable method for model order identification

DOI10.1016/0005-1098(80)90037-0zbMath0454.93049OpenAlexW2061326569WikidataQ59988688 ScholiaQ59988688MaRDI QIDQ1149933

Ross McMurtrie, Anthony J. Jakeman, Peter C. Young

Publication date: 1980

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(80)90037-0

zbMATH Keywords

modellingdata reduction and analysismodel order identificationtime- domain analysis

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Model systems in control theory (93C99)

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Cites Work

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• Canonical structures in the identification of multivariable systems
• System identification. A survey
• Estimation of the order of linear systems
• Statistical predictor identification
• Refined instrumental variable methods of recursive time-series analysis Part II. Multivariable systems
• Some observations on instrumental variable methods of time-series analysis
• Refined instrumental variable methods of recursive time-series analysis Part I. Single input, single output systems
• A new look at the statistical model identification

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