Periodic instrumental variable identification

Author

Wilson, Stacy S. ; Carnal, Charles L.

Author_Institution

Dept. of Electr. Eng., Tennessee Technol. Univ., Cookeville, TN, USA

fYear

1993

fDate

7-9 Mar 1993

Firstpage

190

Lastpage

194

Abstract

An approach to the selection and use of instruments in which the input signal is restricted to be a periodic pseudorandom binary sequence (PRBS) is proposed. The method exploits the periodicity of the input and the steady-state periodic output by choosing the instruments to be the input and the output delayed by the period of the input. This proposed choice has desirable statistical properties and identifies the unknown parameters in a relatively few number of iterations when compared to other choices of instruments. The proposed instruments produce asymptotically unbiased estimates with a covariance that approaches zero as the number of iterations becomes large

Keywords

binary sequences; covariance analysis; equipment selection; instruments; iterative methods; parameter estimation; PRBS; asymptotically unbiased estimates; covariance; instrumental variable identification; iterations; periodic pseudorandom binary sequence; selection of instruments; statistical properties; steady-state periodic output; use of instruments; Delay effects; Equations; Estimation error; Instruments; Linear regression; Minimax techniques; Polynomials; Steady-state; Vectors; White noise;

fLanguage

English

Publisher

ieee

Conference_Titel

System Theory, 1993. Proceedings SSST '93., Twenty-Fifth Southeastern Symposium on

Conference_Location

Tuscaloosa, AL

ISSN

0094-2898

Print_ISBN

0-8186-3560-6

Type

conf

DOI

10.1109/SSST.1993.522768

Filename

522768