Instrumental variable method for systems with filtered white noise input

DOI10.1016/0005-1098(85)90114-1zbMath0555.93067OpenAlexW2091475069MaRDI QIDQ761410

Fryderik Z. Unton

Publication date: 1985

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(85)90114-1

zbMATH Keywords

consistencyinstrumental variable methodfiltered white noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05) Identification in stochastic control theory (93E12)

Cites Work

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• Comparison of some instrumental variable methods - consistency and accuracy aspects
• Identification of stochastic linear systems in presence of input noise
• Strongly consistent parameter estimation by the introduction of strong instrumental variables
• Two-Step Process Identification With Correlation Analysis and Least-Squares Parameter Estimation
• On-Line Identification in an Unknown Stochastic Environment

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