Optimal instrumental-variable methods for identification of multivariable linear systems

DOI10.1016/0005-1098(83)90058-4MaRDI QIDQ594078zbMATH OpenOpenAlexFDO

Authors Petre Stoica, Torsten Söderström

Publication date 1983

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(83)90058-4

zbMATH Keywords

parameter estimationcoherent accuracy theoryinstrumental-variable methods

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Inference from stochastic processes and prediction (62M20) Linear systems in control theory (93C05) Multivariable systems, multidimensional control systems (93C35) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Cites work

• scientific article; zbMATH DE number 3913636 (Why is no real title available?)
• scientific article; zbMATH DE number 3918191 (Why is no real title available?)
• scientific article; zbMATH DE number 44406 (Why is no real title available?)
• scientific article; zbMATH DE number 3256930 (Why is no real title available?)
• scientific article; zbMATH DE number 3283198 (Why is no real title available?)
• A bootstrap method for the statistical estimation of model parameters†
• Canonical matrix fraction and state-space descriptions for deterministic and stochastic linear systems
• Comparison of some instrumental variable methods - consistency and accuracy aspects
• Exact Maximum Likelihood Methods for Dynamic Regressions and Band Spectrum Regressions
• Instrumental-variable methods for identification of Hammerstein systems
• On covariance function tests used in system identification
• On the recursive identification of multi-input, multi-output systems
• On the use of shift register sequences as instrumental variables for the recursive identification of multivariable linear systems
• Optimal instrumental variable estimation and approximate implementations
• Parameter estimation in multivariate stochastic difference equations
• Refined instrumental variable methods of recursive time-series analysis Part II. Multivariable systems

Cited in

(5)

• On-line parameter and delay estimation of continuous-time dynamic systems
• Realizations of BELS as WIV method in both direct and indirect closed-loop system identification
• Variance reduction in covariance based realization algorithm with application to closed-loop data
• Selecting the best linear transfer function model
• Choice of models for on-line identification of MIMO stochastic systems

This page was built for publication: Optimal instrumental-variable methods for identification of multivariable linear systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q594078)