Instrumental variable methods for system identification

zbMath0522.93003MaRDI QIDQ1056706

Petre Stoica, Torsten Söderström

Publication date: 1983

Published in: Lecture Notes in Control and Information Sciences (Search for Journal in Brave)

zbMATH Keywords

system identificationparameter estimationconsistencymodel structureoptimal input designinstrumental variable approachoptimization of the accuracy

Mathematics Subject Classification ID

Related Items (91)

Least squares policy iteration with instrumental variables vs. direct policy search: comparison against optimal benchmarks using energy storage ⋮ Modeling economic time series by forward and backward state space innovation models and IV estimators ⋮ Tracking Distributed Parameters System Dynamics with Recursive Dynamic Mode Decomposition with Control ⋮ Consistent identification of stochastic linear systems with noisy input- output data ⋮ Use of two-stage least-squares algorithms for identification of continuous systems with time delay based on pulse responses ⋮ Necessary and sufficient convergence conditions of the instrumental variable method for identification ⋮ System identification of MISO fractional systems: parameter and differentiation order estimation ⋮ Open-loop asymptotically efficient model reduction with the Steiglitz-McBride method ⋮ Direct and indirect least squares methods in continuous-time parameter estimation ⋮ A bias-correction method for indirect identification of closed-loop systems ⋮ A factored form of the instrumental variable algorithm ⋮ Theoretical and practical aspects of the convergence of the SRIVC estimator for over-parameterized models ⋮ Identification of continuous-time systems with multiple unknown time delays by global nonlinear least-squares and instrumental variable methods ⋮ Hankel matrices of finite rank with applications to signal processing and polynomials ⋮ Unbiased parameter estimation of linear systems with colored noises ⋮ Instrument variable method based on nonlinear transformed instruments for Hammerstein system identification ⋮ Subspace identification for FDI in systems with non-uniformly sampled multirate data ⋮ Linear least-squares algorithms for temporal difference learning ⋮ System identification from noisy measurements by using instrumental variables and subspace fitting ⋮ Consistency analysis and bias elimination of the instrumental-variable-based state variable filter method ⋮ Cross-directional control on paper machines using Gram polynomials ⋮ Approximate dynamic programming for the military inventory routing problem ⋮ Consistency analysis of the simplified refined instrumental variable method for continuous-time systems ⋮ Robust system-parameter identification: The influence functional approach ⋮ Robust time-domain output error method for identifying continuous-time systems with time delay ⋮ A IV based criterion for model order selection ⋮ LPV system identification under noise corrupted scheduling and output signal observations ⋮ Indirect closed-loop identification by optimal instrumental variable method ⋮ Identification of the ARX model with random impulse noise based on forgetting factor multi-error information entropy ⋮ Instrumental variable‐based multi‐innovation gradient estimation for nonlinear systems with scarce measurements ⋮ Simultaneous identification of bi-directional paths in closed-loop systems with coloured noise ⋮ Maximum likelihood estimation of Gaussian models with missing data -- Eight equivalent formulations ⋮ Instrumental variable scheme for closed-loop LPV model identification ⋮ ARMAX Modelling in Structural Dynamics – Approximations of the Differential Equations of Motion ⋮ Errors-in-variables identification in dynamic networks-consistency results for an instrumental variable approach ⋮ Reinforcement learning algorithms with function approximation: recent advances and applications ⋮ A generalized instrumental variable estimation method for errors-in-variables identification problems ⋮ Towards more precise recursive prediction error algorithms ⋮ Optimal experimental design and some related control problems ⋮ Difference algebra and system identification ⋮ Finite-horizon integration for continuous-time identification: bias analysis and application to variable stiffness actuators ⋮ Frequency domain identification of continuous-time output-error models with time-delay from relay feedback tests ⋮ Optimally conditioned instrumental variable approach for frequency-domain system identification ⋮ A bias-corrected estimator for nonlinear systems with output-error type model structures ⋮ A new method to estimate a first-order plus time delay model from step response ⋮ A counterexample to the uniqueness of the asymptotic estimate in ARMAX model identification via the correlation approach ⋮ Subspace identification of MIMO LPV systems using a periodic scheduling sequence ⋮ An instrumental least squares support vector machine for nonlinear system identification ⋮ Estimating models with high-order noise dynamics using semi-parametric weighted null-space fitting ⋮ Correlation-based tuning of decoupling multivariable controllers ⋮ System identification methods for (operational) modal analysis: review and comparison ⋮ The quest for the right kernel in Bayesian impulse response identification: the use of OBFs ⋮ On homogeneous least-squares problems and the inconsistency introduced by mis-constraining ⋮ Optimal input design for direct data-driven tuning of model-reference controllers ⋮ Direct continuous-time approaches to system identification. Overview and benefits for practical applications ⋮ Iterative robust control: speeding up improvement through iterations ⋮ Robust identification of continuous systems with dead-time from step responses ⋮ Efficiency analysis of the simplified refined instrumental variable method for continuous-time systems ⋮ Instrumental variable methods for closed-loop system identification ⋮ Identification of linear dynamic systems operating in a networked environment ⋮ Refined instrumental variable methods for identification of LPV Box-Jenkins models ⋮ An auto-calibration method for spatially and temporally correlated noncircular sources in unknown noise fields ⋮ Realizations of BELS as WIV method in both direct and indirect closed-loop system identification ⋮ Decentralized closed-loop parameter identification for multivariable processes from step responses ⋮ Recursive instrumental variable estimation of simultaneous equations with autoregressive disturbances ⋮ Detection and diagnosis of changes in the eigenstructure of nonstationary multivariable systems ⋮ The asymptotic model quality assessment for instrumental variable identification revisited ⋮ Benchmark problems for continuous-time model identification: design aspects, results and perspectives ⋮ An adaptive estimation method using instrumental variables and deconvolution ⋮ Errors-in-variables methods in system identification ⋮ Issues in separable identification of continuous-time models with time-delay ⋮ Adaptive instrumental variable methods for frequency estimation ⋮ A shift in paradigm for system identification ⋮ On model order priors for Bayesian identification of SISO linear systems ⋮ Identifiability of the deconvolution problem ⋮ Numerical integration approach to on-line identification of continuous- time systems ⋮ Multidimensional system identification through blind deconvolution ⋮ Corrigendum to: ``Consistency analysis of the simplified refined instrumental variable method for continuous-time systems ⋮ Consistent identification of continuous-time systems under multisine input signal excitation ⋮ Application of a multiple-model adaptive filter method to inertial navigation systems ⋮ Identification of MIMO time-varying stochastic systems with unknown dead times ⋮ A simple robust method of fractional time-delay estimation for linear dynamic systems ⋮ A unified approach to environmental systems modeling ⋮ Fuzzy instrumental variable approach for nonlinear discrete-time systems identification in a noisy environment ⋮ Deterministic continuous-time virtual reference feedback tuning (VRFT) with application to PID design ⋮ A statistical learning perspective on switched linear system identification ⋮ Identification of Box-Jenkins models for spatially interconnected systems in closed-loop ⋮ Refined instrumental variable estimation: maximum likelihood optimization of a unified Box-Jenkins model ⋮ Recursive estimation: A unified approach to the identification, estimation, and forecasting of hydrological systems ⋮ Optimization with respect to covariance sequence parameters ⋮ On the estimation of transfer functions

This page was built for publication: Instrumental variable methods for system identification