Extended intrumental variable method: Recurrent algorithms

MaRDI QIDQ1290679zbMATH OpenFDO

Authors F. F. Pashchenko, K. R. Chernyshev

Publication date 8 August 1999

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

strong consistencyinstrumental variablesrecurrent estimationrecurrent algorithms

Mathematics Subject Classification ID

System identification (93B30) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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(3)

• Fast transversal versions of the RIV algorithm
• Order-recursive methods for instrumental variable estimates and instrumental variable inverses
• Recursive parameter method for computing the predicting function of the multivariable ARMAX model

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