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

coherent accuracy theoryinstrumental-variable methodsparameter estimation

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

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Cited in

(5)

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

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