The asymptotic model quality assessment for instrumental variable identification revisited

DOI10.1016/j.sysconle.2005.10.003zbMath1129.93543OpenAlexW2160289882MaRDI QIDQ2504690

Marco C. Campi, Simone Garatti, Bittanti, Sergio

Publication date: 25 September 2006

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2005.10.003

zbMATH Keywords

instrumental variablesystem identificationasymptotic theorymodel quality assessment

Mathematics Subject Classification ID

System identification (93B30) Identification in stochastic control theory (93E12)

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A counterexample to the uniqueness of the asymptotic estimate in ARMAX model identification via the correlation approach, Iterative robust control: speeding up improvement through iterations, The nonasymptotic confidence set for parameters of a linear control object under an arbitrary external disturbance, On resampling and uncertainty estimation in linear system identification, The asymptotic model quality assessment for instrumental variable identification revisited, Non-asymptotic confidence regions for model parameters in the presence of unmodelled dynamics, Guaranteed non-asymptotic confidence regions in system identification, Refined instrumental variable estimation: maximum likelihood optimization of a unified Box-Jenkins model

Cites Work

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• Identification and control -- Closed-loop issues
• Estimation of model quality
• The asymptotic model quality assessment for instrumental variable identification revisited