Instrumental variable method for systems with filtered white noise input

DOI10.1016/0005-1098(85)90114-1MaRDI QIDQ761410zbMATH OpenOpenAlexFDO

Authors Fryderik Z. Unton

Publication date 1985

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(85)90114-1

zbMATH Keywords

consistencyinstrumental variable methodfiltered white noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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• scientific article; zbMATH DE number 3451724 (Why is no real title available?)
• scientific article; zbMATH DE number 3058859 (Why is no real title available?)
• Comparison of some instrumental variable methods - consistency and accuracy aspects
• Identification of stochastic linear systems in presence of input noise
• On-Line Identification in an Unknown Stochastic Environment
• Strongly consistent parameter estimation by the introduction of strong instrumental variables
• Two-Step Process Identification With Correlation Analysis and Least-Squares Parameter Estimation

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(3)

• Necessary and sufficient convergence conditions of the instrumental variable method for identification
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• Consistency analysis and bias elimination of the instrumental-variable-based state variable filter method

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