Computationally efficient IV algorithm for structure and parameter identification of linear systems

DOI10.1049/ip-d.1985.0008zbMath0561.93061OpenAlexW4230577806MaRDI QIDQ5187187

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Publication date: 1985

Published in: IEE Proceedings D Control Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1049/ip-d.1985.0008

zbMATH Keywords

convergenceparameter estimationdifference equation modelsinstrumental variable (IV) algorithm

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

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