The square-root overdetermined recursive instrumental variable algorithm

DOI10.1109/9.24243MaRDI QIDQ4732409zbMATH OpenOpenAlexFDO

Authors Boaz Porat, Benjamin Friedlander

Publication date 1989

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

Full work available at URL https://doi.org/10.1109/9.24243

zbMATH Keywords

ORIV) algorithmoverdetermined recursive instrumental variable

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

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(5)

• OLRIV: A new fast adaptive algorithm for rectangular-block Toeplitz systems
• The overdetermined recursive instrumental variable method
• A factored form of the instrumental variable algorithm
• Recursive subspace identification based on instrumental variable unconstrained quadratic optimization
• Lattice algorithms for recursive instrumental variable methods

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