DocumentCode
1150532
Title
Instrumental Variable Algorithms for Multiple Input Systems Described by Multiple Transfer Functions
Author
Jakeman, Anthony J. ; Steele, L.Paul ; Young, Peter C.
Volume
10
Issue
10
fYear
1980
Firstpage
593
Lastpage
602
Abstract
Instumental variable (IV) algorithms are presented for multiple input-single output systems where the characteristic polynomials of the transfer functions associated with each input are not constrained to be Identical. The refined version of the algorithm is seen to yield asymptotically efficient estimates. Some experimental data are analyzed to indicate the applicability of the approach.
Keywords
Autoregressive processes; Convergence; Data analysis; Differential equations; Instruments; MIMO; Parameter estimation; Polynomials; Transfer functions; Yield estimation;
fLanguage
English
Journal_Title
Systems, Man and Cybernetics, IEEE Transactions on
Publisher
ieee
ISSN
0018-9472
Type
jour
DOI
10.1109/TSMC.1980.4308363
Filename
4308363
Link To Document