DocumentCode
3592452
Title
An Exact Recursive 2SLS Version of the Instrumental Variable Estimator. Stability Analysis
Author
Larminat, Ph De
Author_Institution
Laboratoire de Robotique et d´´Informatique Industrielle, I.U.T. - 3 rue du Mar?ƒ?©chal Joffre, 44 041 NANTES C?ƒ?©dex
fYear
1984
Firstpage
1105
Lastpage
1106
Abstract
An exact symmetric recursive form is introduced for the Two-Stage-Least-Square estimator. Taking into account the relationship with the Instrumental Variable (IV) estimator, this algorithm can be viewed as symmetrized version of IV, able to work with overdimensionned IV vectors. An analysis of stability is proposed, in the deterministic case, but without boundedness hypothesis. It is shown that the a posteriori error tends towards zero, provided the Instrumental Variable satisfies a given sufficient condition.
Keywords
Adaptive control; Convergence; Equations; Instruments; Programmable control; Recursive estimation; Service robots; Stability analysis;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1984
Type
conf
Filename
4788538
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