The overdetermined recursive instrumental variable method

DOI10.1109/TAC.1984.1103531zbMath0531.93073MaRDI QIDQ3313758

Benjamin Friedlander

Publication date: 1984

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

parameter estimationrecursive instrumental variable algorithmoverdetermined case

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)

Related Items (4)

Convergence analysis of instrumental variable recursive subspace identification algorithms ⋮ Recursive subspace identification based on instrumental variable unconstrained quadratic optimization ⋮ Higher-order statistics for power systems: effects of the sampling frequency on ergodicity ⋮ Comparison of total least squares and instrumental variable methods for parameter estimation of transfer function models

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