Optimal instrumental variable multistep algorithms for estimation of the AR parameters of an ARMA process

DOI10.1080/00207178708933869zbMath0623.93071OpenAlexW4252752400MaRDI QIDQ3762202

Petre Stoica, Torsten Söderström, Benjamin Friedlander

Publication date: 1987

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207178708933869

zbMATH Keywords

ARMA processAR parametersoptimal instrumental variable algorithms

Mathematics Subject Classification ID

Related Items (4)

Comparison of some instrumental variable methods - consistency and accuracy aspects ⋮ Some properties of the output error method ⋮ Non-iterative optimal min-max instrumental variable method for system identification ⋮ Optimal instrumental variables estimation for ARMA models

Uses Software

• EISPACK

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