An instrumental variable method for model order identification

DOI10.1016/0005-1098(80)90037-0MaRDI QIDQ1149933zbMATH OpenOpenAlexWikidataFDO

Authors Ross McMurtrie, Peter Young, A. J. Jakeman

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

data reduction and analysismodel order identificationmodellingtime- domain analysis

Mathematics Subject Classification ID

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

Cites work

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• Refined instrumental variable methods of recursive time-series analysis Part I. Single input, single output systems
• Refined instrumental variable methods of recursive time-series analysis Part II. Multivariable systems
• Some observations on instrumental variable methods of time-series analysis
• Statistical predictor identification
• System identification. A survey

Cited in

(20)

• Selecting the best linear transfer function model
• Recursive estimation: A unified approach to the identification, estimation, and forecasting of hydrological systems
• A higher-order correlation method for model-order and parameter estimation
• System identification from noisy measurements by using instrumental variables and subspace fitting
• A IV based criterion for model order selection
• Determination of the order of a model of dynamical systems by robust methods of statistical derivation
• Theoretical and practical aspects of the convergence of the SRIVC estimator for over-parameterized models
• A unified approach to environmental systems modeling
• Continuous system order identification from plant input-output data
• Two-stage IV-based estimation and parametrization selection for linear multivariable identification
• Min-max optimal instrumental variable estimation method for multivariate linear time-series systems
• Comments on 'On the estimation of continuous-time transfer functions' by L. Wang and P. Gawthrop
• A UNIFIED APPROACH TO ARMA MODEL IDENTIFICATION AND PRELIMINARY ESTIMATION
• A simple order-determination method based on a generalized adaptive law
• Model-structure selection by cross-validation
• On a procedure for structural identification
• Advanced methods of recursive time-series analysis
• A numerical investigation of direct and indirect closed-loop architectures for estimating nonminimum-phase zeros
• Direct continuous-time approaches to system identification. Overview and benefits for practical applications
• A suboptimal bootstrap method for structure detection of non-linear output-error models with application to human ankle dynamics

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