The overdetermined recursive instrumental variable method

DOI10.1109/TAC.1984.1103531MaRDI QIDQ3313758zbMATH OpenFDO

Authors Benjamin Friedlander

Publication date 1984

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.1984.1103531

zbMATH Keywords

overdetermined caseparameter estimationrecursive instrumental variable algorithm

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)

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(11)

• Higher-order statistics for power systems: effects of the sampling frequency on ergodicity
• Convergence analysis of instrumental variable recursive subspace identification algorithms
• OLRIV: A new fast adaptive algorithm for rectangular-block Toeplitz systems
• Order-recursive methods for instrumental variable estimates and instrumental variable inverses
• Comparison of total least squares and instrumental variable methods for parameter estimation of transfer function models
• Recursive subspace identification based on instrumental variable unconstrained quadratic optimization
• The square-root overdetermined recursive instrumental variable algorithm
• On adding over-identifying instrumental variables to simultaneous equations
• Recursive instrumental variable estimation of simultaneous equations with autoregressive disturbances
• Recursive identification of noisy autoregressive models via a noise-compensated overdetermined instrumental variable method
• Recursive total instrumental-variable algorithm for solving over-determined normal equations and its applications

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