• DocumentCode
    795753
  • Title

    Identification of linear discrete time systems using the instrumental variable method

  • Author

    Wong, Kwan Y. ; Polak, Elijah

  • Author_Institution
    IBM Research Laboratory, San Jose, CA, USA
  • Volume
    12
  • Issue
    6
  • fYear
    1967
  • fDate
    12/1/1967 12:00:00 AM
  • Firstpage
    707
  • Lastpage
    718
  • Abstract
    This paper explores the possibility of using the instrumental variable method to estimate the parameters of linear time-invariant discrete-time systems. The existence of optimal estimates is established, methods for their approximate computation are given, and an on-line identification scheme based on recursive computation is proposed. Experimental results are included.
  • Keywords
    Linear systems, time-invariant discrete-time; Parameter estimation; Parameter identification; Control engineering; Difference equations; Discrete time systems; Instruments; Laboratories; NASA; Parameter estimation; Recursive estimation; Yield estimation;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1967.1098734
  • Filename
    1098734
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=795753