Instrumental variable method for systems with filtered white noise input (Q761410)
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scientific article; zbMATH DE number 3885776
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| English | Instrumental variable method for systems with filtered white noise input |
scientific article; zbMATH DE number 3885776 |
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Instrumental variable method for systems with filtered white noise input (English)
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1985
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The paper deals with the instrumental variable method identification of linear systems. The system input is assumed to be filtered white noise measured with additional unknown noise. The forward shifted inputs are used as instrumental variables and it is proved that consistency is obtained in this case.
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instrumental variable method
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filtered white noise
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consistency
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0.8518851
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0.85126364
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