• 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