How accurate can instrumental variable models become?

DOI10.1007/978-0-85729-974-1_1MaRDI QIDQ5261157zbMATHOpenAlexFDO

Authors Torsten Söderström

Publication date 2 July 2015

Published in System Identification, Environmental Modelling, and Control System Design (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-0-85729-974-1_1

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12) Least squares and related methods for stochastic control systems (93E24)

Recommendations

• scientific article; zbMATH DE number 4074935
• Optimal instrumental variable estimates of the AR parameters of an ARMA process
• Instrumental-Variable Estimation of an Error-Components Model
• Instrumental variable methods for closed-loop system identification
• Publication:5753398

Cited in

(2)

• Refined instrumental variable estimation: maximum likelihood optimization of a unified Box-Jenkins model
• Direct continuous-time approaches to system identification. Overview and benefits for practical applications

This page was built for publication: How accurate can instrumental variable models become?

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5261157)