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How Accurate Can Instrumental Variable Models Become?

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Publication:5261157
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DOI10.1007/978-0-85729-974-1_1zbMath1328.93272OpenAlexW11332452MaRDI QIDQ5261157

Torsten Söderström

Publication date: 2 July 2015

Published in: System Identification, Environmental Modelling, and Control System Design (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-0-85729-974-1_1



Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24) Identification in stochastic control theory (93E12)


Related Items (2)

Direct continuous-time approaches to system identification. Overview and benefits for practical applications ⋮ Refined instrumental variable estimation: maximum likelihood optimization of a unified Box-Jenkins model







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