Necessary and sufficient convergence conditions of the instrumental variable method for identification

DOI10.1016/j.automatica.2013.06.004zbMath1364.93830OpenAlexW1966700865MaRDI QIDQ2628480

James S. Welsh, Xiao Li Hu

Publication date: 2 June 2017

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2013.06.004

zbMATH Keywords

system identificationconvergence conditioninstrumental variable method

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

Uses Software

• CONTSID

Cites Work

• On covariance function tests used in system identification
• Instrumental variable methods for system identification
• Identification and stochastic adaptive control
• Strong laws of large numbers under weak assumptions with application
• Spectral Analysis of Signals: The Missing Data Case
• Large-sample estimation of parameters for autoregressive processes with moving-average residuals
• Confluence Analysis by Means of Lag Moments and Other Methods of Confluence Analysis