The Steiglitz-McBride identification algorithm revisited--Convergence analysis and accuracy aspects

DOI10.1109/TAC.1981.1102679zbMath0486.93070OpenAlexW2172082335MaRDI QIDQ3947566

Petre Stoica, Torsten Söderström

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1109/tac.1981.1102679

zbMATH Keywords

convergenceaccuracyglobal convergence propertiesexplicit expression for asymptotic covariance matrixSteiglitz-McBride identification algorithm

Mathematics Subject Classification ID

Related Items (14)

Open-loop asymptotically efficient model reduction with the Steiglitz-McBride method ⋮ Theoretical and practical aspects of the convergence of the SRIVC estimator for over-parameterized models ⋮ Consistency analysis and bias elimination of the instrumental-variable-based state variable filter method ⋮ Consistency analysis of the simplified refined instrumental variable method for continuous-time systems ⋮ Optimal controller properties from closed-loop experiments ⋮ The Box-Jenkins Steiglitz-McBride algorithm ⋮ Third-order cumulants based methods for continuous-time errors-in-variables model identification ⋮ System identification techniques based on support vector machines without bias term ⋮ Gauss, Kalman and advances in recursive parameter estimation ⋮ Direct continuous-time approaches to system identification. Overview and benefits for practical applications ⋮ Recursive identification algorithms for continuous systems using an adaptive procedure ⋮ Identification of a class of multivariable systems from impulse response data: Theory and computational algorithm ⋮ Refined instrumental variable estimation: maximum likelihood optimization of a unified Box-Jenkins model ⋮ Optimality and flexibility in iterative learning control for varying tasks

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