A factored form of the instrumental variable algorithm

DOI10.1002/ACS.4480070404zbMath0791.93097OpenAlexW2085196412MaRDI QIDQ4279888

Deyun Xiao, Shaohua Niu, D. Grant Fisher

Publication date: 24 February 1994

Published in: International Journal of Adaptive Control and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/acs.4480070404

zbMATH Keywords

coloured noiseinstrumental variable identification algorithm

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

Uses Software

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Cites Work

• Instrumental variable methods for system identification
• Factorization methods for discrete sequential estimation
• Simultaneous structure identification and parameter estimation of multivariable systems
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